Fitting phase-type scale mixtures to heavy-tailed data and distributions
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Fitting phase-type scale mixtures to heavy-tailed data and distributions. / Bladt, Mogens; Rojas-Nandayapa, Leonardo.
I: Extremes, Bind 21, Nr. 2, 2018, s. 285-313.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Fitting phase-type scale mixtures to heavy-tailed data and distributions
AU - Bladt, Mogens
AU - Rojas-Nandayapa, Leonardo
PY - 2018
Y1 - 2018
KW - Statistical inference
KW - Heavy-tailed
KW - Phase-type
KW - Scale mixtures
KW - Approximating distributions
KW - EM algorithm
U2 - 10.1007/s10687-017-0306-4
DO - 10.1007/s10687-017-0306-4
M3 - Journal article
VL - 21
SP - 285
EP - 313
JO - Extremes
JF - Extremes
SN - 1386-1999
IS - 2
ER -
ID: 215038276