Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Year of publication: |
2022
|
---|---|
Authors: | Fung, Tsz Chai |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 180-198
|
Subject: | Generalized expectation-maximization algorithm | M-estimator | Random truncation | Regularly varying function | Multimodal distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mathematische Optimierung | Mathematical programming |
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