The following pages link to Data driven estimates for mixtures (Q957036):
Displaying 8 items.
- A flexible extreme value mixture model (Q901607) (← links)
- Editorial: Advances in mixture models (Q1020196) (← links)
- Fitting heavy-tailed mixture models with CVaR constraints (Q2178951) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- Modeling loss data using mixtures of distributions (Q2520467) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
- Mixture of shifted binomial distributions for rating data (Q6175879) (← links)
- Practical strategies for generalized extreme value-based regression models for extremes (Q6626492) (← links)
