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On inferring the number of phases in a coxian phase-type distribution

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Publication:4385229
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DOI10.1080/15326349808807479zbMath0928.60082OpenAlexW2025528517MaRDI QIDQ4385229

Malcolm J. Faddy

Publication date: 9 January 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807479


zbMATH Keywords

phase-type distributionseigenvalues of transition rate matrixparameter redundanciesrate parameter estimation


Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)


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Stochastic modelling of the onset of ``bronchiolitis obliterans syndrome following lung transplantation: An analysis of risk factors ⋮ A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model ⋮ Experimenting with the Coxian phase-type distribution to uncover suitable fits ⋮ A general piecewise multi-state survival model: application to breast cancer ⋮ Fitting with Matrix-Exponential Distributions ⋮ Simulating Coxian phase-type distributions for patient survival




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