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Estimation of parameters in a network reliability model with spatial dependence

Published online by Cambridge University Press:  15 November 2005

Ian Hepburn Dinwoodie
Ian Hepburn Dinwoodie*
Affiliation:
ISDS, Box 90251, Duke University, Durham NC 27708, USA; [email protected]
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Abstract

An iterative method based on a fixed-point property is proposed for finding maximum likelihoodestimators for parameters in a model of network reliability withspatial dependence. The method is shown to converge at a geometric rate under natural conditions on data.

Keywords

Curie-WeissEM-algorithmiterative proportional scalingmaximum likelihoodnetwork tomography.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 9 , February 2005 , pp. 241 - 253
Copyright
© EDP Sciences, SMAI, 2005

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