Gamma shape mixtures for heavy-tailed distributions

DOI10.1214/07-aoas156zbMath1400.62292arXiv0807.4663OpenAlexW3098194146MaRDI QIDQ73042

Sergio Venturini, Giovanni Parmigiani, Francesca Dominici, Francesca Dominici, Giovanni Parmigiani, Sergio Venturini

Publication date: 1 June 2008

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4663

zbMATH Keywords

tail probabilityheavy tailsmedical expendituresBayesian analysis of mixture distributionsMCBS

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Uses Software

• mclust
• CRAN
• robustbase
• GSM
• SDaA

Cites Work

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