LNPar
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Software:5983831
Estimation and Testing for a Lognormal-Pareto Mixture
Last update: 30 June 2023
Software version identifier: 0.1.0
Copyright license: MIT license, File License
Estimates a lognormal-Pareto mixture by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022) <doi:10.1007/s11634-022-00497-4>.
