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Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence - MaRDI portal

Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence (Q2183193)

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Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
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    Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence (English)
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    26 May 2020
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    life-time data
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    maximum likelihood estimator
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    phase-type distribution
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    left-truncated \& right-censored
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    hazard sequence
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    Markov decision process
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