Fitting phase-type scale mixtures to heavy-tailed data and distributions
Research output: Contribution to journal › Journal article › peer-review
Original language | English |
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Journal | Extremes |
Volume | 21 |
Issue number | 2 |
Pages (from-to) | 285-313 |
ISSN | 1386-1999 |
DOIs | |
Publication status | Published - 2018 |
Externally published | Yes |
- Statistical inference, Heavy-tailed, Phase-type, Scale mixtures, Approximating distributions, EM algorithm
Research areas
ID: 215038276