Estimation of parameters in a network reliability model with spatial dependence

Ian Hepburn Dinwoodie

ESAIM: Probability and Statistics (2010)

  • Volume: 9, page 241-253
  • ISSN: 1292-8100

Abstract

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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.

How to cite

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Dinwoodie, Ian Hepburn. "Estimation of parameters in a network reliability model with spatial dependence." ESAIM: Probability and Statistics 9 (2010): 241-253. <http://eudml.org/doc/104335>.

@article{Dinwoodie2010,
abstract = { 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. },
author = {Dinwoodie, Ian Hepburn},
journal = {ESAIM: Probability and Statistics},
keywords = {Curie-Weiss; EM-algorithm; iterative proportional scaling; maximum likelihood; network tomography.; network tomography},
language = {eng},
month = {3},
pages = {241-253},
publisher = {EDP Sciences},
title = {Estimation of parameters in a network reliability model with spatial dependence},
url = {http://eudml.org/doc/104335},
volume = {9},
year = {2010},
}

TY - JOUR
AU - Dinwoodie, Ian Hepburn
TI - Estimation of parameters in a network reliability model with spatial dependence
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 9
SP - 241
EP - 253
AB - 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.
LA - eng
KW - Curie-Weiss; EM-algorithm; iterative proportional scaling; maximum likelihood; network tomography.; network tomography
UR - http://eudml.org/doc/104335
ER -

References

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  13. Y. Tsang, M. Coates and R. Nowak, Passive network tomography using EM algorithms. Proc. IEEE International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City, Utah3 (May 2001) 1469–1472.  
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