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 Citations (Scopus)

Original language	English
Journal	Extremes
Volume	21
Issue number	2
Pages (from-to)	285-313
ISSN	1386-1999
DOIs	https://doi.org/10.1007/s10687-017-0306-4
Publication status	Published - 1 Jun 2018
Externally published	Yes

Keywords

Statistical inference
Heavy-tailed
Phase-type
Scale mixtures
Approximating distributions
EM algorithm

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10.1007/s10687-017-0306-4

10.1007%2Fs10687-017-0306-4.pdfFinal published version, 1.46 MBLicence: 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,

day = "1",

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

language = "English",

volume = "21",

pages = "285--313",

journal = "Extremes",

issn = "1386-1999",

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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 - 2018/6/1

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

Keywords

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