Pages that link to "Item:Q726126"
From MaRDI portal
The following pages link to Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126):
Displaying 15 items.
- Data driven estimates for mixtures (Q957036) (← links)
- Penalised likelihood methods for phase-type dimension selection (Q2093057) (← links)
- Heavy-tailed phase-type distributions: a unified approach (Q2158816) (← links)
- Fitting heavy-tailed mixture models with CVaR constraints (Q2178951) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Multivariate fractional phase-type distributions (Q2660621) (← links)
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials (Q2815428) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
- Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
- PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q5866174) (← links)
- Continuous scaled phase-type distributions (Q6044276) (← links)
- On a Dirichlet process mixture representation of phase-type distributions (Q6121778) (← links)
