| Issue |
ESAIM: PS
Volume 9, June 2005
|
|
|---|---|---|
| Page(s) | 241 - 253 | |
| DOI | https://doi.org/10.1051/ps:2005012 | |
| Published online | 15 November 2005 | |
Estimation of parameters in a network reliability model with spatial dependence
ISDS, Box 90251, Duke University, Durham NC 27708, USA; ihd@stat.duke.edu
Received:
3
October
2003
Revised:
10
May
2005
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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