Fitting phase-type scale mixtures to heavy-tailed data and distributions

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalExtremes
Volume21
Issue number2
Pages (from-to)285-313
ISSN1386-1999
DOIs
Publication statusPublished - 2018
Externally publishedYes

    Research areas

  • Statistical inference, Heavy-tailed, Phase-type, Scale mixtures, Approximating distributions, EM algorithm

ID: 215038276