A bivariate gamma mixture distribution

DOI10.1080/03610920008832636MaRDI QIDQ4541688zbMATH OpenOpenAlexFDO

Authors Chin-Diew Lai, John C. W. Rayner, G. Jones

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920008832636

zbMATH Keywords

correlationEM algorithmgeneralized Bernoulli distibutionsmixing proportion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

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Cites work

• Characterization of a mixture of gamma distributions via conditional finite moments
• Distributions for Gaps in Road Traffic
• Estimation of parameters in a two-component mixture generalized gamma distribution
• scientific article; zbMATH DE number 47315 (Why is no real title available?)
• scientific article; zbMATH DE number 692302 (Why is no real title available?)
• scientific article; zbMATH DE number 1059776 (Why is no real title available?)
• scientific article; zbMATH DE number 194758 (Why is no real title available?)
• Modern Error Analysis
• Statistical analysis of finite mixture distributions
• Two characterisations of a gamma mixture distribution

Cited in

(11)

• A general stochastic model for bivariate episodes driven by a gamma sequence
• Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model
• Bayesian credibility under a bivariate prior on the frequency and the severity of claims
• A note on compound renewal risk models with dependence
• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• A Bivariate Generalization of Gamma Distribution
• Probability integrals of a bivariate gamma distribution
• Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
• Gamma mixture of generalized error distribution
• Bivariate mixture of inverse Weibull distribution: properties and estimation
• Gamma shape mixtures for heavy-tailed distributions

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Uses Software

• R
• S-PLUS

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