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When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point estimates along the y-axis and the root-FIC scores on the...
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Multivariate mixtures of Erlang distributions form a versatile, yet analytically tractable, class of distributions making them suitable for multivariate density estimation. We present a flexible and effective fitting procedure for multivariate mixtures of Erlangs, which iteratively uses the EM...
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In this addendum to Verbelen et al. (2015), we present several additional examples of the calibration procedure for fitting multivariate mixtures of Erlangs to censored and truncated data.The paper "Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation" to which...
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