Coxian approximations of matrix-exponential distributions

DOI10.1007/S10092-007-0139-7zbMath1168.62313OpenAlexW2084354937MaRDI QIDQ931320

Qi-Ming He, Han-Qin Zhang

Publication date: 25 June 2008

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-007-0139-7

zbMATH Keywords

Perron-Frobenius theoryCoxian distributionMatrix analytic methodsPhase-type distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

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