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Fitting phase-type scale mixtures to heavy-tailed data and distributions - MaRDI portal

Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126)

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Fitting phase-type scale mixtures to heavy-tailed data and distributions
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    Fitting phase-type scale mixtures to heavy-tailed data and distributions (English)
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    3 August 2018
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    statistical inference
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    heavy-tailed
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    phase-type
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    scale mixtures
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    approximating distributions
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    EM algorithm
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