On a convergent stochastic estimation algorithm for frailty models

Estelle Kuhn; Charles El-Nouty

doi:10.1007/s11222-012-9319-7

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On a convergent stochastic estimation algorithm for frailty models

Estelle Kuhn Charles El-Nouty

Year: 2012 Journal: Statistics and Computing Vol: 23 (3)Pages: 413-423 Publisher: Springer Science+Business Media

DOI: 10.1007/s11222-012-9319-7

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Keywords:

Expectation–maximization algorithm Maximization Marginal likelihood Laplace's method Algorithm Mathematics Covariance Mathematical optimization Computer science Applied mathematics Statistics Maximum likelihood Bayesian probability

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Insurance, Mortality, Demography, Risk Management

Social Sciences → Social Sciences → Demography

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

On a convergent stochastic estimation algorithm for frailty models

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