most citedOn the Non-uniqueness of Representations of Coxian Phase-Type Distributions

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math.ST2019★ 1 cited

On the Non-uniqueness of Representations of Coxian Phase-Type Distributions

Jean Rizk, Kevin Burke, Cathal Walsh

Parameter estimation in Coxian phase-type models can be challenging due to their non-unique representation leading to a multi-modal likelihood. Since each representation correspond…