Data driven estimates for mixtures

DOI10.1016/J.CSDA.2003.12.006zbMATH Open1429.62019OpenAlexW2135344627MaRDI QIDQ957036FDOQ957036

Authors: Beatriz Vaz de Melo Mendes, Hedibert F. Lopes 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.12.006

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zbMATH Keywords

extreme value theoryrobustnesssimulationsmixtures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistics of extreme values; tail inference (62G32)

Cites Work

• An introduction to statistical modeling of extreme values
• Statistical analysis of finite mixture distributions
• Finite mixture models
• Bayesian Density Estimation and Inference Using Mixtures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Title not available (Why is that?)
• Robust Statistics
• Extremes and related properties of random sequences and processes
• Statistical inference using extreme order statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating Normal Means with a Dirichlet Process Prior
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating tails of probability distributions
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Kernel density estimation and marginalization consistency

Cited In (8)

• A flexible extreme value mixture model
• Editorial: Advances in mixture models
• Modeling loss data using mixtures of distributions
• Mixture of shifted binomial distributions for rating data
• Sequential Monte Carlo samplers to fit and compare insurance loss models
• Practical strategies for generalized extreme value-based regression models for extremes
• Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
• Fitting heavy-tailed mixture models with CVaR constraints

Uses Software

• ismev

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