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 tidsskriftTidsskriftartikelfagfællebedømt

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

Bladt, Mogens ; Rojas-Nandayapa, Leonardo. / Fitting phase-type scale mixtures to heavy-tailed data and distributions. I: Extremes. 2018 ; Bind 21, Nr. 2. s. 285-313.

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