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Estimation and Testing for a Lognormal-Pareto Mixture
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LNPar |
Estimation and Testing for a Lognormal-Pareto Mixture |
Statements
Estimates a lognormal-Pareto mixture by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022) <doi:10.1007/s11634-022-00497-4>.
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30 June 2023
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