Fitting phase-type scale mixtures to heavy-tailed data and distributions

Mogens Bladt; Leonardo Rojas-Nandayapa

doi:10.1007/s10687-017-0306-4

Fitting phase-type scale mixtures to heavy-tailed data and distributions

Mogens Bladt, Leonardo Rojas-Nandayapa

8 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Extremes
Vol/bind	21
Udgave nummer	2
Sider (fra-til)	285-313
ISSN	1386-1999
DOI	https://doi.org/10.1007/s10687-017-0306-4
Status	Udgivet - 1 jun. 2018
Udgivet eksternt	Ja

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10.1007/s10687-017-0306-4

10.1007%2Fs10687-017-0306-4.pdfForlagets udgivne version, 1,46 MBLicens: CC BY

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title = "Fitting phase-type scale mixtures to heavy-tailed data and distributions",

keywords = "Statistical inference, Heavy-tailed, Phase-type, Scale mixtures, Approximating distributions, EM algorithm",

author = "Mogens Bladt and Leonardo Rojas-Nandayapa",

year = "2018",

month = jun,

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doi = "10.1007/s10687-017-0306-4",

language = "English",

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T1 - Fitting phase-type scale mixtures to heavy-tailed data and distributions

AU - Bladt, Mogens

AU - Rojas-Nandayapa, Leonardo

PY - 2018/6/1

Y1 - 2018/6/1

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

SN - 1386-1999

VL - 21

SP - 285

EP - 313

JO - Extremes

JF - Extremes

IS - 2

ER -

Fitting phase-type scale mixtures to heavy-tailed data and distributions

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