Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables

Published:2022-03 Issue: Volume:167 Page:107362
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Pavithra Celeste R.^ORCID,Deepak T.G.^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference14 articles.

1. Bilateral phase type distributions;Ahn;Stoch. Models,2005

2. A new class of models for heavy tailed distributions in finance and insurance risk;Ahn;Insur. Math. Econ.,2012

3. Fitting phase-type distributions via the em algorithm;Asmussen;Scand. J. Stat.,1996

4. Joint coverage probability in a simulation study on continuous-time Markov chain parameter estimation;Benoit;J. Appl. Stat.,2015

5. Fisher information and statistical inference for phase-type distributions;Bladt;J. Appl. Probab.,2011

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Layout of Detection Array Based on Multi-Strategy Fusion Improved Adaptive Mayfly Algorithm in Bearing-Only Sensor Network;Sensors;2024-04-10

2. Sensitivity-guided iterative parameter identification and data generation with BayesFlow and PELS-VAE for model calibration;Advanced Modeling and Simulation in Engineering Sciences;2023-06-24

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP