LNPar (Q5983831)

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Estimation and Testing for a Lognormal-Pareto Mixture
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LNPar
Estimation and Testing for a Lognormal-Pareto Mixture

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    Estimates a lognormal-Pareto mixture by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022) <doi:10.1007/s11634-022-00497-4>.
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    30 June 2023
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    0.1.0
    30 June 2023
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