Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367): Difference between revisions

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scientific article; zbMATH DE number 7479843

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English	Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions	scientific article; zbMATH DE number 7479843

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scholarly article

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title

Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (English)

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DOI

10.1080/02664763.2018.1428288

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Journal of Applied Statistics

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publication date

23 February 2022

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Mathematics Subject Classification ID

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contaminated distributions

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gamma distribution

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finite mixtures

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insurance claims

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robust estimation

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02664763.2018.1428288

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Mixture Models, Outliers, and the EM Algorithm

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A new look at the statistical model identification

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Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm

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The multivariate leptokurtic‐normal distribution and its application in model‐based clustering

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Statistics of Extremes

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Skew mixture models for loss distributions: a Bayesian approach

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Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models

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Probability density function estimation using gamma kernels

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Scale Mixtures Distributions in Insurance Applications

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Robust Bayesian analysis of loss reserving data using scale mixtures distributions

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Q4637074

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Robustness Properties of Inequality Measures

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An Application of the Laplace Method to Finite Mixture Distributions

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Multivariate response and parsimony for Gaussian cluster-weighted models

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The Identification of Multiple Outliers

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Q4139463

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A mixture of mixture models for a classification problem: the unity measure error

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Q3673862

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Regression

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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution

0 references

Q3880088

0 references

Fixed point clusters for linear regression: Computation and comparison

0 references

Breakdown points for maximum likelihood estimators of location-scale mixtures

0 references

Heavy-tailed distributions and robustness in economics and finance

0 references

Modern Multivariate Statistical Techniques

0 references

Choosing initial values for the EM algorithm for finite mixtures

0 references

Q2915817

0 references

Q3634327

0 references

Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers

0 references

Handling endogeneity and nonnegativity in correlated random effects models: Evidence from ambulatory expenditure

0 references

Compound unimodal distributions for insurance losses

0 references

Hypothesis Testing for Mixture Model Selection

0 references

Parsimonious mixtures of multivariate contaminated normal distributions

0 references

Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model

0 references

Q5173020

0 references

Estimating the dimension of a model

0 references

Identifiability of Finite Mixtures

0 references

Gamma shape mixtures for heavy-tailed distributions

0 references

Multivariate skew-normal distributions with applications in insurance

0 references

Modelling skewness and kurtosis with the BCPE density in GAMLSS

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5036367

@@ Property / full work available at URL @@
+https://doi.org/10.1080/02664763.2018.1428288
+Normal rank
@@ Property / OpenAlex ID @@
+W2786845965
@@ Property / OpenAlex ID: W2786845965 / rank @@
+Normal rank
@@ Property / cites work @@
+Outlier Analysis
@@ Property / cites work: Outlier Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Mixture Models, Outliers, and the EM Algorithm
@@ Property / cites work: Mixture Models, Outliers, and the EM Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm
+Normal rank
@@ Property / cites work @@
+The multivariate leptokurtic‐normal distribution and its application in model‐based clustering
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Skew mixture models for loss distributions: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
+Normal rank
@@ Property / cites work @@
+Probability density function estimation using gamma kernels
+Normal rank
@@ Property / cites work @@
+Scale Mixtures Distributions in Insurance Applications
+Normal rank
@@ Property / cites work @@
+Robust Bayesian analysis of loss reserving data using scale mixtures distributions
+Normal rank
@@ Property / cites work @@
+Q4637074
@@ Property / cites work: Q4637074 / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness Properties of Inequality Measures
@@ Property / cites work: Robustness Properties of Inequality Measures / rank @@
+Normal rank
@@ Property / cites work @@
+An Application of the Laplace Method to Finite Mixture Distributions
+Normal rank
@@ Property / cites work @@
+Multivariate response and parsimony for Gaussian cluster-weighted models
+Normal rank
@@ Property / cites work @@
+The Identification of Multiple Outliers
@@ Property / cites work: The Identification of Multiple Outliers / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+A mixture of mixture models for a classification problem: the unity measure error
+Normal rank
@@ Property / cites work @@
+Q3673862
@@ Property / cites work: Q3673862 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression
@@ Property / cites work: Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
+Normal rank
@@ Property / cites work @@
+Q3880088
@@ Property / cites work: Q3880088 / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed point clusters for linear regression: Computation and comparison
+Normal rank
@@ Property / cites work @@
+Breakdown points for maximum likelihood estimators of location-scale mixtures
+Normal rank
@@ Property / cites work @@
+Heavy-tailed distributions and robustness in economics and finance
+Normal rank
@@ Property / cites work @@
+Modern Multivariate Statistical Techniques
@@ Property / cites work: Modern Multivariate Statistical Techniques / rank @@
+Normal rank
@@ Property / cites work @@
+Choosing initial values for the EM algorithm for finite mixtures
+Normal rank
@@ Property / cites work @@
+Q2915817
@@ Property / cites work: Q2915817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3634327
@@ Property / cites work: Q3634327 / rank @@
+Normal rank
@@ Property / cites work @@
+Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
+Normal rank
@@ Property / cites work @@
+Handling endogeneity and nonnegativity in correlated random effects models: Evidence from ambulatory expenditure
+Normal rank
@@ Property / cites work @@
+Compound unimodal distributions for insurance losses
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing for Mixture Model Selection
@@ Property / cites work: Hypothesis Testing for Mixture Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Parsimonious mixtures of multivariate contaminated normal distributions
+Normal rank
@@ Property / cites work @@
+Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model
+Normal rank
@@ Property / cites work @@
+Q5173020
@@ Property / cites work: Q5173020 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Identifiability of Finite Mixtures
@@ Property / cites work: Identifiability of Finite Mixtures / rank @@
+Normal rank
@@ Property / cites work @@
+Gamma shape mixtures for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Multivariate skew-normal distributions with applications in insurance
+Normal rank
@@ Property / cites work @@
+Modelling skewness and kurtosis with the BCPE density in GAMLSS
+Normal rank