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CRANLNParMaRDI QIDQ5983831

Estimation and Testing for a Lognormal-Pareto Mixture

Marco Bee

Last update: 30 June 2023

Copyright license: MIT license, File License

Software version identifier: 0.1.0

Description

Estimates a lognormal-Pareto mixture by maximizing the profile likelihood function. A likelihood ratio test for discriminating between lognormal and Pareto tail is also implemented. See Bee, M. (2022) <doi:10.1007/s11634-022-00497-4>.

Cites work

• On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach

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