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ML estimation for multivariate shock models via an EM algorithm - MaRDI portal

ML estimation for multivariate shock models via an EM algorithm (Q1880997)

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scientific article; zbMATH DE number 2103643
Language Label Description Also known as
English
ML estimation for multivariate shock models via an EM algorithm
scientific article; zbMATH DE number 2103643

    Statements

    title
    ML estimation for multivariate shock models via an EM algorithm (English)
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    author
    Dimitris Karlis
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    publication date
    27 September 2004
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    zbMATH Keywords
    multivariate reduction
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    Marshall-Olkin distribution
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    maximum likelihood estimation
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    cites work
    Q5842406
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    Q5633539
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    Q3127236
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    Q5629057
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    Q4353852
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    Q3473955
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    Identifiers

    DOI
    10.1007/BF02523395
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    Mathematics Subject Classification ID
    62H12
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    62H10
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    62N05
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    62F10
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    zbMATH DE Number
    2103643
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