Estimation of parameters in a network reliability model with spatial dependence
ESAIM: Probability and Statistics, Tome 9 (2005), pp. 241-253
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An iterative method based on a fixed-point property is proposed for finding maximum likelihood estimators for parameters in a model of network reliability with spatial dependence. The method is shown to converge at a geometric rate under natural conditions on data.
DOI :
10.1051/ps:2005012
Classification :
62B05, 62F10
Keywords: Curie-Weiss, EM-algorithm, iterative proportional scaling, maximum likelihood, network tomography
Keywords: Curie-Weiss, EM-algorithm, iterative proportional scaling, maximum likelihood, network tomography
@article{PS_2005__9__241_0, author = {Dinwoodie, Ian Hepburn}, title = {Estimation of parameters in a network reliability model with spatial dependence}, journal = {ESAIM: Probability and Statistics}, pages = {241--253}, publisher = {EDP-Sciences}, volume = {9}, year = {2005}, doi = {10.1051/ps:2005012}, mrnumber = {2167326}, zbl = {1136.62380}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2005012/} }
TY - JOUR AU - Dinwoodie, Ian Hepburn TI - Estimation of parameters in a network reliability model with spatial dependence JO - ESAIM: Probability and Statistics PY - 2005 SP - 241 EP - 253 VL - 9 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps:2005012/ DO - 10.1051/ps:2005012 LA - en ID - PS_2005__9__241_0 ER -
%0 Journal Article %A Dinwoodie, Ian Hepburn %T Estimation of parameters in a network reliability model with spatial dependence %J ESAIM: Probability and Statistics %D 2005 %P 241-253 %V 9 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps:2005012/ %R 10.1051/ps:2005012 %G en %F PS_2005__9__241_0
Dinwoodie, Ian Hepburn. Estimation of parameters in a network reliability model with spatial dependence. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 241-253. doi: 10.1051/ps:2005012
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