Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
by Roel Verbelen, Lan Gong, Katrien Antonio, Andrei Badescu and Sheldon Lin
| Year of publication: |
2015
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|---|---|
| Authors: | Verbelen, Roel ; Gong, Lan ; Antonio, Katrien ; Badescu, Andrei ; Lin, Sheldon |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 729-758
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| Subject: | Mixture of Erlang distributions with a common scale parameter | censoring | truncation | expectation-maximization algorithm | maximum likelihood | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397640