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Fitting phase-type scale mixtures to heavy-tailed data and distributions
Mogens Bladt
, Leonardo Rojas-Nandayapa
8
Citations (Scopus)
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Dive into the research topics of 'Fitting phase-type scale mixtures to heavy-tailed data and distributions'. Together they form a unique fingerprint.
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Mathematics
Maximum Likelihood
100%
EM Algorithm
100%
Simulated Data
100%
Numerical Example
100%
Observed Data
100%
Theoretical Distribution
100%
Histogram
100%
Censored Data
100%
Keyphrases
Phase Coding
100%
Scale Mixture
100%
Heavy-tailed Distribution
100%
Numerical Examples
33%
Censored Data
33%
Theoretical Distribution
33%
Histogram
33%
EM Algorithm
33%
Maximum Likelihood Estimation
33%
Reinsurance
33%