On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach (Q6613885)
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scientific article; zbMATH DE number 7921712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach |
scientific article; zbMATH DE number 7921712 |
Statements
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach (English)
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3 October 2024
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mixture distributions
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EM algorithm
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profile likelihood
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unsupervised tail estimation
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