FitDynMix (Q5978130)
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Estimation of Dynamic Mixtures
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FitDynMix |
Estimation of Dynamic Mixtures |
Statements
Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.
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11 January 2024
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