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Mixture of extreme-value distributions: identifiability and estimation

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Publication:5349180
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DOI10.1080/03610926.2015.1129423zbMath1391.62083OpenAlexW2473673566MaRDI QIDQ5349180

C. R. Gonçalves, Cira E. Guevara Otiniano, Chang Chung Yu Dorea

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1129423


zbMATH Keywords

EM-algorithmidentifiabilityfinite mixtureextreme-value distributionsKrätzel function


Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)


Related Items (4)

Bypassing the truncation problem of truncated Lévy flights ⋮ Estimation of a nonlinear discriminant function from a mixture of two GEV distributions ⋮ Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model ⋮ Retrodicting with the truncated Lévy flight







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