ML estimation for multivariate shock models via an EM algorithm

Annals of the Institute of Statistical Mathematics

Volumn 55, Issue 4, 2003, Pages 817-830

  Karlis, Dimitris ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Marshall Olkin distribution; Maximum likelihood estimation; Multivariate reduction

Indexed keywords

ALGORITHMS; FUNCTIONS; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; PROBABILITY DISTRIBUTIONS; STATISTICAL METHODS;

MARSHALL-OLKIN DISTRIBUTION; MULTIVARIATE REDUCTION;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 11144357934     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02523395     Document Type: Article

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