Multivariate mixtures of Erlangs for density estimation under censoring

DOI10.1007/S10985-015-9343-YzbMath1422.62194OpenAlexW1559606327WikidataQ40572737 ScholiaQ40572737MaRDI QIDQ2398460

Katrien Antonio, Roel Verbelen, Gerda Claeskens

Publication date: 16 August 2017

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/505405

zbMATH Keywords

maximum likelihooddensity estimationcensored dataexpectation-maximization algorithmmultivariate mixtures of Erlangs with a common scale parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Censored data models (62N01)

Related Items (9)

Fitting the Erlang mixture model to data via a GEM-CMM algorithm ⋮ EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION ⋮ Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation ⋮ Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions ⋮ Fitting multivariate Erlang mixtures to data: a roughness penalty approach ⋮ On the consistency of penalized MLEs for Erlang mixtures ⋮ Modeling loss data using mixtures of distributions ⋮ A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited ⋮ Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

Uses Software

• EMpht

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