Joint discrete and continuous matrix distribution modeling

DOI10.1080/15326349.2023.2185257arXiv2207.01364OpenAlexW4361214448MaRDI QIDQ6192218

Unnamed Author, Martin Bladt

Publication date: 12 February 2024

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.01364

zbMATH Keywords

Markov processesEM-algorithmmixed dataphase-type distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

Cites Work

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• PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING

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