Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Tsz Chai Fung
| Year of publication: |
2022
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|---|---|
| Authors: | Fung, Tsz Chai |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 180-198
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| Subject: | Generalized expectation-maximization algorithm | M-estimator | Random truncation | Regularly varying function | Multimodal distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Algorithmus | Algorithm | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mathematische Optimierung | Mathematical programming | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013471210