Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach
From MaRDI portal
Cites work
- A review of goodness of fit tests for Pareto distributions
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution
- Extending composite loss models using a general framework of advanced computational tools
- Fat-tailed regression modeling with spliced distributions
- Finite mixture models
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- Loss models. From data to decisions
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
- Modeling loss data using composite models
- Modeling loss data using mixtures of distributions
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- On composite lognormal-Pareto models
- On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach
- On the convergence properties of the EM algorithm
- Operational Risk
- Power-law distributions in empirical data
- Statistical Size Distributions in Economics and Actuarial Sciences
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- The EM Algorithm and Extensions, 2E
- The mathematics of urban morphology. With a foreword by Michael Batty
This page was built for publication: Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850923)