A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions
DOI10.1016/J.COR.2013.10.014zbMATH Open1348.62062OpenAlexW2052916039MaRDI QIDQ337215FDOQ337215
Authors: Emilio Carrizosa, Jelena Jocković, Pepa Ramírez-Cobo 
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://idus.us.es/handle//11441/107463
Recommendations
- Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood
- The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
- Parameter estimation for mixtures of skew Laplace normal distributions and application in mixture regression modeling
- A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
- Parameter estimation for the double Pareto distribution
mixtureslognormal distributionGaussian variable neighbourhood searchglobal optimisationnormal Laplace distribution
Cites Work
- Title not available (Why is that?)
- Optimization by simulated annealing
- Title not available (Why is that?)
- Title not available (Why is that?)
- Statistics of Extremes
- Maximum likelihood estimation of the multivariate normal mixture model
- Finite mixture models and model-based clustering
- A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
- Variable neighborhood search
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
- Variable neighborhood search: Principles and applications
- Variable neighbourhood search: methods and applications
- Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing
- The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
- Bayesian inference for double Pareto lognormal queues
- General variable neighborhood search for the continuous optimization
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- Finding maximum likelihood estimators for the three-parameter Weibull distribution
- Gaussian variable neighborhood search for continuous optimization
- A computational study of a nonlinear minsum facility location problem
- Double Pareto lognormal distributions in complex networks
- Minimum Distance and Robust Estimation
- Penalized minimum‐distance estimates in finite mixture models
- Minimum Kolmogorov–Smirnov test statistic parameter estimates
Uses Software
This page was built for publication: A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q337215)
