Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case

DOI10.1111/SJOS.12505OpenAlexW3101038377MaRDI QIDQ5872946

Mogens Bladt, Jorge Yslas, Hansjoerg Albrecher

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.13003

zbMATH Keywords

parameter estimationheavy tailsinhomogeneous phase-typematrix Pareto distributionmatrix Weibull distributionmultivariate phase-type

Mathematics Subject Classification ID

Statistics (62-XX)

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