Experimenting with the Coxian phase-type distribution to uncover suitable fits

DOI10.1007/s11009-010-9174-yzbMath1241.62160OpenAlexW2084054722MaRDI QIDQ430869

Mariangela Zenga, Adele H. Marshall

Publication date: 26 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9174-y

zbMATH Keywords

algorithmssimulations

Mathematics Subject Classification ID

Related Items (4)

Discrete conditional phase-type models utilising classification trees: application to modelling health service capacities ⋮ A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model ⋮ The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality ⋮ Building mean field ODE models using the generalized linear chain trick & Markov chain theory

Uses Software

• Matlab
• actuar
• EMpht
• Optimization Toolbox

Cites Work

• Simulating Coxian phase-type distributions for patient survival
• Minimum Distance and Robust Estimation
• Meda: mixed erlang distributions as phase-type representations of empirical distribution functions.
• Selecting Parameters of Phase Distributions: Combining Nonlinear Programming, Heuristics, and Erlang Distributions
• On inferring the number of phases in a coxian phase-type distribution
• Conditional phase-type distributions for modelling patient length of stay in hospital
• Examples of fitting structured phase–type distributions
• A Simplex Method for Function Minimization
• A new look at the statistical model identification
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