ML estimation for multivariate shock models via an EM algorithm

DOI10.1007/BF02523395zbMath1047.62052MaRDI QIDQ1880997

Dimitris Karlis

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationMarshall-Olkin distributionmultivariate reduction

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Point estimation (62F10) Reliability and life testing (62N05)

Related Items (15)

Bayes estimation for the Marshall-Olkin bivariate Weibull distribution ⋮ Multivariate distributions with proportional reversed hazard marginals ⋮ A bivariate failure time model with random shocks and mixed effects ⋮ Archimedean-based Marshall-Olkin distributions and related dependence structures ⋮ JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS ⋮ Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm ⋮ Modeling bivariate lifetimes based on expected present values of residual lives ⋮ A class of absolutely continuous bivariate distributions ⋮ Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution ⋮ Objective Bayesian analysis for bivariate Marshall-Olkin exponential distribution ⋮ Statistical Inference for a New Class of Multivariate Pareto Distributions ⋮ A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited ⋮ Recent developments about Marshall-Olkin bivariate distribution ⋮ Bivariate semi-parametric singular family of distributions and its applications ⋮ Extended Marshall–Olkin Model and Its Dual Version

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