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.
Mots-clés : Curie-Weiss, EM-algorithm, iterative proportional scaling, maximum likelihood, network tomography
@article{PS_2005__9__241_0,
author = {Dinwoodie, Ian Hepburn},
title = {Estimation of parameters in a network reliability model with spatial dependence},
journal = {ESAIM: Probability and Statistics},
pages = {241--253},
publisher = {EDP-Sciences},
volume = {9},
year = {2005},
doi = {10.1051/ps:2005012},
mrnumber = {2167326},
zbl = {1136.62380},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ps:2005012/}
}
TY - JOUR AU - Dinwoodie, Ian Hepburn TI - Estimation of parameters in a network reliability model with spatial dependence JO - ESAIM: Probability and Statistics PY - 2005 SP - 241 EP - 253 VL - 9 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2005012/ DO - 10.1051/ps:2005012 LA - en ID - PS_2005__9__241_0 ER -
%0 Journal Article %A Dinwoodie, Ian Hepburn %T Estimation of parameters in a network reliability model with spatial dependence %J ESAIM: Probability and Statistics %D 2005 %P 241-253 %V 9 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps:2005012/ %R 10.1051/ps:2005012 %G en %F PS_2005__9__241_0
Dinwoodie, Ian Hepburn. Estimation of parameters in a network reliability model with spatial dependence. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 241-253. doi : 10.1051/ps:2005012. http://www.numdam.org/articles/10.1051/ps:2005012/
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