A note on the Cauchy-type mixture distributions
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2017.1296440
Abstract: ABSTRACT An interesting class of continuous distributions, called Cauchy-type mixture, with potential applications in modelling erratic phenomena is introduced by Soltani and Tafakori [A class of continuous kernels and Cauchy type heavy tail distributions. Statist… read more here.
Keywords: cauchy type; mixture distributions; type mixture; note cauchy ... See more keywords
Inference in mixed models with a mixture of distributions and controlled heteroscedasticity
Sign Up to like & getrecommendations! Published in 2024 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2024.2408568
Abstract: Abstract. In the realm of mixed models, this article explores the estimation method for incorporating a mixture of distributions and addressing controlled heteroscedasticity. By relaxing the assumptions of normality and homoscedasticity, we introduce a more… read more here.
Keywords: mixed models; mixture distributions; inference mixed; controlled heteroscedasticity ... See more keywords
Bootstrap Initialization of MLE for Infinite Mixture Distributions with Applications in Insurance Data
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DOI: 10.3390/risks13100196
Abstract: Maximum likelihood estimation (MLE) in infinite mixture distributions often lacks closed-form solutions, requiring numerical methods such as the Newton–Raphson algorithm. Selecting appropriate initial values is a critical challenge in these procedures. This study introduces a… read more here.
Keywords: mle infinite; mixture distributions; mixture; initialization ... See more keywords