Estimation of parameters in a network reliability model with spatial dependence

Free access article

Issue		ESAIM: PS Volume 9, 2005


Page(s)		241 - 253
DOI		10.1051/ps:2005012

ESAIM: P&S, June 2005, Vol. 9, pp. 241-253
DOI: 10.1051/ps:2005012

Estimation of parameters in a network reliability model with spatial dependence

Ian Hepburn Dinwoodie

ISDS, Box 90251, Duke University, Durham NC 27708, USA; ihd@stat.duke.edu

(Received October 3, 2003. Revised May 10, 2005.)

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.

Mathematics Subject Classification. 62B05, 62F10

Key words: Curie-Weiss, EM-algorithm, iterative proportional scaling, maximum likelihood, network tomography.

© EDP Sciences, SMAI 2005

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