LNPar

Last update 30 June 2023

Copyright license MIT license, File License

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>.

Cites work

On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach

This page was built for software: LNPar