Penalised likelihood methods for phase-type dimension selection
type: Item
instance of: scholarly article
title: Penalised likelihood methods for phase-type dimension selection
author: Martin Bladt
author: A. Müller
author: Hansjörg Albrecher
published in: Statistics \& Risk Modeling
publication date: 2022-11-04T00:00:00Z
Mathematics Subject Classification ID: 60-08
zbMATH DE Number: 7612252
zbMATH Keywords: phase-type distributions
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: dimension selection
zbMATH Keywords: transformation via rewards
describes a project that uses: itsmr
describes a project that uses: matrixdist
describes a project that uses: EMpht
describes a project that uses: ITSM2000
MaRDI profile type: Publication
full work available at URL: strm-2021-0026
OpenAlex ID: W4307559894
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DOI: 10.1515/STRM-2021-0026
description: scientific article; zbMATH DE number 7612252