Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
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Publication:2682986
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Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1086058 (Why is no real title available?)
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- Fitting the Erlang mixture model to data via a GEM-CMM algorithm
- Generalised information criteria in model selection
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- Modeling loss data using composite models
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- Robust Statistics
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- Selecting likelihood weights by cross-validation
- The weighted likelihood
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- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
Cited in
(6)- On the mixtures of length-biased Weibull distributions for loss severity modeling
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
- Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance
- Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
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