ESAIM: Probability and Statistics
- ESAIM: Probability and Statistics November 2005 9 : pp 241-253
- © EDP Sciences, SMAI, 2005
- DOI: 10.1051/ps:2005012 (About DOI)
- Published online by Cambridge University Press: 16 March 2011
Research Article
Estimation of parameters in a network reliability model with spatial dependence
Dinwoodie, Ian Hepburn
ISDS, Box 90251, Duke University, Durham NC 27708, USA; ihd@stat.duke.edu
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.
(Received October 3 2003)
(Revised May 10 2005)
(Online publication November 15 2005)
Key Words:
- Curie-Weiss;
- EM-algorithm;
- iterative proportional scaling;
- maximum likelihood;
- network tomography.
Mathematics Subject Classification:
- 62B05;
- 62F10
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