On the consistency of penalized MLEs for Erlang mixtures

DOI10.1016/J.SPL.2018.08.004zbMath1414.62424OpenAlexW2886921527MaRDI QIDQ1726761

Cuihong Yin, Haili Yuan, X. Sheldon Lin, Rongtan Huang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.08.004

zbMATH Keywords

consistencyErlang mixtureinsurance loss modelingpenalized maximum likelihood estimates

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (4)

Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter ⋮ Order selection with confidence for finite mixture models ⋮ Fitting multivariate Erlang mixtures to data: a roughness penalty approach ⋮ Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter

Cites Work

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• Inference on the Order of a Normal Mixture
• Order Selection in Finite Mixture Models With a Nonsmooth Penalty
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• Note on the Consistency of the Maximum Likelihood Estimate

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