ML estimation for multivariate shock models via an EM algorithm
| Year of publication: |
2003
|
|---|---|
| Authors: | Karlis, Dimitris |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 4, p. 817-830
|
| Publisher: |
Springer |
| Subject: | Multivariate reduction | Marshall-Olkin distribution | maximum likelihood estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395598