Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
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Cites work
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 3684698 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- A mixture of mixture models for a classification problem: the unity measure error
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- Choosing initial values for the EM algorithm for finite mixtures
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
- Compound unimodal distributions for insurance losses
- Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering
- Estimating the dimension of a model
- Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm
- Fixed point clusters for linear regression: Computation and comparison
- Gamma shape mixtures for heavy-tailed distributions
- Handling endogeneity and nonnegativity in correlated random effects models: evidence from ambulatory expenditure
- Heavy-tailed distributions and robustness in economics and finance
- Hypothesis Testing for Mixture Model Selection
- Identifiability of Finite Mixtures
- Loss models. From data to decisions
- Mixture Models, Outliers, and the EM Algorithm
- Mixture models: theory, geometry and applications
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Modelling skewness and kurtosis with the BCPE density in GAMLSS
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- Probability density function estimation using gamma kernels
- Regression. Models, methods and applications
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- Robust cluster analysis and variable selection
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model
- Robustness Properties of Inequality Measures
- Scale Mixtures Distributions in Insurance Applications
- Skew mixture models for loss distributions: a Bayesian approach
- Statistics of Extremes
- The Identification of Multiple Outliers
- The multivariate leptokurtic-normal distribution and its application in model-based clustering
Cited in
(21)- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- Computational comparisons of two-component mixtures using Lindley-type models
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Multivariate Contaminated Normal Censored Regression Model: Properties and Maximum Likelihood Inference
- A novel finite mixture model based on the generalized scale mixtures of asymmetric generalized normal distributions: properties, estimation methodology and applications
- A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
- A new lifetime exponential-X family of distributions with applications to reliability data
- Outlier detection in multivariate functional data through a contaminated mixture model
- A robust class of multivariate fatigue distributions based on normal mean-variance mixture model
- A family of density-hazard distributions for insurance losses
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
- The arcsine exponentiated-\(X\) family: validation and insurance application
- Robust inference for linear regression models with possibly skewed error distribution
- Hidden semi-Markov models for rainfall-related insurance claims
- Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach
- The exponential T-X family of distributions: properties and an application to insurance data
- Mixture of extended Birnbaum-Saunders distributions: an approach via the mean-mixture of normal models
- On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers
- Multiple scaled contaminated normal distribution and its application in clustering
- Discrete mode-mixtures of unimodal positive distributions with an application to solar energy in South Africa
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