Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution

zbMATH Open1389.62092MaRDI QIDQ3132425FDOQ3132425

Authors: Xiangchao Kong, Jinlong Zhan, Liucang Wu 

Publication date: 29 January 2018

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zbMATH Keywords

EM algorithmmaximum likelihood estimationextreme value distributionmixture joint location and scale model

Mathematics Subject Classification ID

Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Estimation in multivariate analysis (62H12) Paired and multiple comparisons; multiple testing (62J15)

Cited In (3)

• Univariate extreme value mixture modeling
• Models for dependent extremes using stable mixtures
• Extreme value theory in mixture distributions and a statistical method to control the possible bias

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