Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution (Q3132425)
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scientific article; zbMATH DE number 6831845
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| English | Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution |
scientific article; zbMATH DE number 6831845 |
Statements
29 January 2018
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extreme value distribution
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mixture joint location and scale model
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EM algorithm
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maximum likelihood estimation
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0.8232007026672363
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0.8049179911613464
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0.7842252850532532
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0.7607166171073914
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