Fitting phase-type scale mixtures to heavy-tailed data and distributions
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Standard
Fitting phase-type scale mixtures to heavy-tailed data and distributions. / Bladt, Mogens; Rojas-Nandayapa, Leonardo.
I: Extremes, Bind 21, Nr. 2, 2018, s. 285-313.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › fagfællebedømt
Harvard
Bladt, M & Rojas-Nandayapa, L 2018, 'Fitting phase-type scale mixtures to heavy-tailed data and distributions', Extremes, bind 21, nr. 2, s. 285-313. https://doi.org/10.1007/s10687-017-0306-4
APA
Bladt, M., & Rojas-Nandayapa, L. (2018). Fitting phase-type scale mixtures to heavy-tailed data and distributions. Extremes, 21(2), 285-313. https://doi.org/10.1007/s10687-017-0306-4
Vancouver
Bladt M, Rojas-Nandayapa L. Fitting phase-type scale mixtures to heavy-tailed data and distributions. Extremes. 2018;21(2):285-313. https://doi.org/10.1007/s10687-017-0306-4
Author
Bibtex
@article{88ae04721e6b4aee9af311c3d27cc79e,
title = "Fitting phase-type scale mixtures to heavy-tailed data and distributions",
keywords = "Statistical inference, Heavy-tailed, Phase-type, Scale mixtures, Approximating distributions, EM algorithm",
author = "Mogens Bladt and Leonardo Rojas-Nandayapa",
year = "2018",
doi = "10.1007/s10687-017-0306-4",
language = "English",
volume = "21",
pages = "285--313",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "2",
}
RIS
TY - JOUR
T1 - Fitting phase-type scale mixtures to heavy-tailed data and distributions
AU - Bladt, Mogens
AU - Rojas-Nandayapa, Leonardo
PY - 2018
Y1 - 2018
KW - Statistical inference
KW - Heavy-tailed
KW - Phase-type
KW - Scale mixtures
KW - Approximating distributions
KW - EM algorithm
U2 - 10.1007/s10687-017-0306-4
DO - 10.1007/s10687-017-0306-4
M3 - Journal article
VL - 21
SP - 285
EP - 313
JO - Extremes
JF - Extremes
SN - 1386-1999
IS - 2
ER -
ID: 215038276