메뉴 건너뛰기




Volumn 21, Issue 2-3, 2005, Pages 377-400

Fitting with matrix-exponential distributions

Author keywords

Matrix exponential distribution; Maximum likelihood estimation; Phase type distribution; Rational laplace stieltjes transform; Semi infinite programming

Indexed keywords

MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION;

EID: 27944498125     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1081/STM-200056227     Document Type: Conference Paper
Times cited : (32)

References (32)
  • 1
    • 0001338883 scopus 로고    scopus 로고
    • Renewal theory and queueing algorithms for matrix-exponential distributions
    • Chakravarthy, S.R., Alfa, A.S., Eds.; Lecture Notes in Pure and Applied Mathematics; Marcel Dekker: New York
    • Asmussen, S.; Bladt, M. Renewal theory and queueing algorithms for matrix-exponential distributions. In Matrix-analytic Methods in Stochastic Models, Chakravarthy, S.R., Alfa, A.S., Eds.; Lecture Notes in Pure and Applied Mathematics; Marcel Dekker: New York, 1997; Vol. 183, 313-341.
    • (1997) Matrix-analytic Methods in Stochastic Models , vol.183 , pp. 313-341
    • Asmussen, S.1    Bladt, M.2
  • 3
    • 0012476574 scopus 로고    scopus 로고
    • Matrix-exponential distributions
    • Kotz, S., Read, C.B., Banks, D.L., Ed.; John Wiley and Sons: New York
    • Asmussen, S.; O'Cinneide, C.A. Matrix-exponential distributions. In Encyclopedia of Statistical Science Update, Kotz, S., Read, C.B., Banks, D.L., Ed.; John Wiley and Sons: New York, 1998; Vol. 2, 435-440.
    • (1998) Encyclopedia of Statistical Science Update , vol.2 , pp. 435-440
    • Asmussen, S.1    O'Cinneide, C.A.2
  • 4
    • 0012291616 scopus 로고
    • ML Estimation of the parameters of a PH distribution in triangular canonical form
    • Balbo, G., Serazzi, G., Eds.; Elsevier Science Publishers
    • Bobbio, A.; Cumani, A. ML Estimation of the parameters of a PH distribution in triangular canonical form. In Computer Performance Evaluation; Balbo, G., Serazzi, G., Eds.; Elsevier Science Publishers, 1992; 33-46.
    • (1992) Computer Performance Evaluation , pp. 33-46
    • Bobbio, A.1    Cumani, A.2
  • 6
    • 0003275181 scopus 로고
    • The phase concept: Approximation of measured data and performance analysis
    • Chandy, K.M., Reiser, M., Eds.; North Holland Publishing Company
    • Bux, W.; Herzog, U. The phase concept: Approximation of measured data and performance analysis. In Computer Performance; Chandy, K.M., Reiser, M., Eds.; North Holland Publishing Company, 1977; 23-38.
    • (1977) Computer Performance , pp. 23-38
    • Bux, W.1    Herzog, U.2
  • 7
    • 0004223493 scopus 로고    scopus 로고
    • Wiley-Interscience Series in Discrete Mathematics and Optimization; John Wiley and Sons: New York
    • Chong, E.K.P.; Zak, S.H. An Introduction to Optimization, Wiley-Interscience Series in Discrete Mathematics and Optimization; John Wiley and Sons: New York, 1996.
    • (1996) An Introduction to Optimization
    • Chong, E.K.P.1    Zak, S.H.2
  • 9
    • 84971173381 scopus 로고
    • A use of complex probabilities in the theory of stochastic processes
    • Cox, D.R. A use of complex probabilities in the theory of stochastic processes. Proceedings of The Cambridge Philosophical Society 1955, 51, 313-319.
    • (1955) Proceedings of the Cambridge Philosophical Society , vol.51 , pp. 313-319
    • Cox, D.R.1
  • 11
    • 0346209968 scopus 로고
    • A geometric interpretation of the relations between the exponential and generalized Erlang distributions
    • Dehon, M.; Latouche, G. A geometric interpretation of the relations between the exponential and generalized Erlang distributions. Advances in Applied Probability 1982, 14, 885-897.
    • (1982) Advances in Applied Probability , vol.14 , pp. 885-897
    • Dehon, M.1    Latouche, G.2
  • 13
    • 84982416693 scopus 로고
    • Compartmental models with phase-type residence-time distributions
    • Faddy, M.J. Compartmental models with phase-type residence-time distributions. Applied Stochastic Models and Data Analysis 1990, 6, 121-127.
    • (1990) Applied Stochastic Models and Data Analysis , vol.6 , pp. 121-127
    • Faddy, M.J.1
  • 14
    • 0027298250 scopus 로고
    • A structured compartmental model for drug kinetics
    • Faddy, M.J. A structured compartmental model for drug kinetics. Biometrics 1993, 49, 243-248.
    • (1993) Biometrics , vol.49 , pp. 243-248
    • Faddy, M.J.1
  • 15
    • 84982450625 scopus 로고
    • Examples of fitting structured phase-type distributions
    • Faddy, M.J. Examples of fitting structured phase-type distributions. Applied Stochastic Models and Data Analysis 1994, 10, 247-255.
    • (1994) Applied Stochastic Models and Data Analysis , vol.10 , pp. 247-255
    • Faddy, M.J.1
  • 16
    • 0001708570 scopus 로고    scopus 로고
    • On inferring the number of phases in a Coxian phase-type distribution
    • Faddy, M.J. On inferring the number of phases in a Coxian phase-type distribution. Communications in Statistics - Stochastic Models 1998, 14, 407-417.
    • (1998) Communications in Statistics - Stochastic Models , vol.14 , pp. 407-417
    • Faddy, M.J.1
  • 17
    • 0033206528 scopus 로고    scopus 로고
    • Analysing data on lengths of stay of hospital patients using phase-type distributions
    • Faddy, M.J.; McClean, S.I. Analysing data on lengths of stay of hospital patients using phase-type distributions. Applied Stochastic Models in Business and Industry 1999, 15, 311-317.
    • (1999) Applied Stochastic Models in Business and Industry , vol.15 , pp. 311-317
    • Faddy, M.J.1    McClean, S.I.2
  • 18
    • 27944465088 scopus 로고    scopus 로고
    • Honours thesis, Department of Statistics, University of Adelaide, South Australia
    • Hampel, K. Modelling Phase-type Distributions. Honours thesis, Department of Statistics, University of Adelaide, South Australia, 1997.
    • (1997) Modelling Phase-type Distributions.
    • Hampel, K.1
  • 19
    • 0012114359 scopus 로고    scopus 로고
    • Distribution estimation using Laplace transforms
    • Harris, C.M.; Marchal, W.G. Distribution estimation using Laplace transforms. INFORMS Journal on Computing 1998, 10, 448-458.
    • (1998) INFORMS Journal on Computing , vol.10 , pp. 448-458
    • Harris, C.M.1    Marchal, W.G.2
  • 20
    • 0023327226 scopus 로고
    • Likelihood estimation for generalized mixed exponential distributions
    • Harris, C.M.; Sykes, E.A. Likelihood estimation for generalized mixed exponential distributions. Naval Research Logistics 1987, 34, 251-279.
    • (1987) Naval Research Logistics , vol.34 , pp. 251-279
    • Harris, C.M.1    Sykes, E.A.2
  • 21
    • 0027657329 scopus 로고
    • Semi-infinite programming: Theory, methods, and applications
    • Hettich, R; Kortanek, K.O. Semi-infinite programming: Theory, methods, and applications. SIAM Review 1993, 35, 380-429.
    • (1993) SIAM Review , vol.35 , pp. 380-429
    • Hettich, R.1    Kortanek, K.O.2
  • 22
    • 0002747339 scopus 로고    scopus 로고
    • Approximating heavy tailed behaviour with phase type distributions
    • Latouche, G., Taylor, P., Eds.; Notable Publications: New Jersey, USA
    • Hórvath, A.; Telek, M. Approximating heavy tailed behaviour with phase type distributions. In Advances in Algorithmic Methods for Stochastic Models; Latouche, G., Taylor, P., Eds.; Notable Publications: New Jersey, USA, 2000; 191-213.
    • (2000) Advances in Algorithmic Methods for Stochastic Models , pp. 191-213
    • Hórvath, A.1    Telek, M.2
  • 23
    • 0040677673 scopus 로고
    • Selecting parameters of phase distributions: Combining nonlinear programming, heuristics, and Erlang distributions
    • Johnson, M.A. Selecting parameters of phase distributions: Combining nonlinear programming, heuristics, and Erlang distributions. ORSA Journal on Computing 1993, 5, 69-83.
    • (1993) ORSA Journal on Computing , vol.5 , pp. 69-83
    • Johnson, M.A.1
  • 28
    • 0001574911 scopus 로고
    • Phase-type distributions and invariant polytopes
    • O'Cinneide, C.A. Phase-type distributions and invariant polytopes. Advances in Applied Probability 1991, 23, 515-535.
    • (1991) Advances in Applied Probability , vol.23 , pp. 515-535
    • O'Cinneide, C.A.1
  • 30
    • 0000385980 scopus 로고    scopus 로고
    • Numerical methods for semi-infinite programming: A survey. In Semi-Infinite Programming
    • Reemtsen, R., Rückmann, J-J., Eds. Kluwer Academic Publishers: Boston
    • Reemtsen, R; Görner, S. Numerical methods for semi-infinite programming: A survey. In Semi-Infinite Programming, Reemtsen, R., Rückmann, J-J., Eds.; Volume 25 of Nonconvex Optimization and its Applications, Kluwer Academic Publishers: Boston, 1998; 195-275.
    • (1998) Nonconvex Optimization and Its Applications , vol.25 , pp. 195-275
    • Reemtsen, R.1    Görner, S.2
  • 31
    • 0039492246 scopus 로고
    • MEDA: Mixed Erlang distributions as phase-type representations of empirical distribution functions
    • Schmickler, L. MEDA: Mixed Erlang distributions as phase-type representations of empirical distribution functions. Communications in Statistics - Stochastic Models 1992, 8, 131-156.
    • (1992) Communications in Statistics - Stochastic Models , vol.8 , pp. 131-156
    • Schmickler, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.