Pages that link to "Item:Q5861418"
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The following pages link to Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418):
Displaying 17 items.
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data (Q2081729) (← links)
- Outlier detection in multivariate functional data through a contaminated mixture model (Q2157511) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
- Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims (Q3390597) (← links)
- Mixtures of Matrix-Variate Contaminated Normal Distributions (Q5084440) (← links)
- Editorial to special issue V WCDANM 2018 (Q5861415) (← links)
- Modelling students’ career indicators via mixtures of parsimonious matrix‐normal distributions (Q6051664) (← links)
- Parsimonious mixtures for the analysis of tensor-variate data (Q6063148) (← links)
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
- Model-based clustering using a new multivariate skew distribution (Q6552947) (← links)
- A Laplace-based model with flexible tail behavior (Q6554263) (← links)
- Matrix-variate normal mean-variance Birnbaum-Saunders distributions and related mixture models (Q6567402) (← links)
- Optimal dichotomization of bimodal Gaussian mixtures (Q6581333) (← links)
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)
