Multivariate mixtures of Erlangs for density estimation under censoring
From MaRDI portal
Publication:2398460
Recommendations
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Fitting multivariate Erlang mixtures to data: a roughness penalty approach
- A Variational Bayesian Approach for Estimating Parameters of a Mixture of Erlang Distribution
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm
- Nonparametric multivariate density estimation using mixtures
Cites work
- A Look at Some Data on the Old Faithful Geyser
- A new look at the statistical model identification
- An introduction to copulas.
- Bivariate lower and upper orthant value-at-risk
- EM algorithms for multivariate Gaussian mixture models with truncated and censored data
- Estimating the dimension of a model
- Finite mixture models
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
- Fitting Mixture Models to Grouped and Truncated Data via the EM Algorithm
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- scientific article; zbMATH DE number 1183924 (Why is no real title available?)
- scientific article; zbMATH DE number 1183925 (Why is no real title available?)
- scientific article; zbMATH DE number 3535474 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1059776 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 805121 (Why is no real title available?)
- Loss models. Further topics
- Maximum likelihood estimation for multivariate skew normal mixture models
- Modeling dependent risks with multivariate Erlang mixtures
- Modeling interval-censored, clustered cow udder quarter infection times through the shared gamma frailty model
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
- Multivariate Phase-Type Distributions
- On some properties of a class of multivariate Erlang mixtures with insurance applications
- On the class of Erlang mixtures with risk theoretic applications
- Smoothing techniques. With implementation in S
Cited in
(14)- Fitting the Erlang mixture model to data via a GEM-CMM algorithm
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- On the consistency of penalized MLEs for Erlang mixtures
- Fitting multivariate Erlang mixtures to data: a roughness penalty approach
- Modeling loss data using mixtures of distributions
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation
- A Variational Bayesian Approach for Estimating Parameters of a Mixture of Erlang Distribution
- Estimators based on data-driven generalized weighted Cramér-von Mises distances under censoring -- with applications to mixture models
- A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- A new algorithm for the maximum likelihood estimator in Erlang mixtures
This page was built for publication: Multivariate mixtures of Erlangs for density estimation under censoring
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2398460)
