Estimation for a Class of Semiparametric Pareto Mixture Densities
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13171-020-00208-1.pdf
Reference29 articles.
1. Benaglia, T., Chauveau, D. and Hunter, D. (2009). An EM-like algorithm for semi- and nonparametric estimation in multivariate mixtures. Journal of Computational and Graphical Statistics18, 2, 505–526.
2. Bordes, L., Delmas, C. and Vandekerkhove, P. (2006a). Semiparametric estimation of a two-component mixture model where one component is known. Scandinavian Journal of Statistics33, 4, 733–752.
3. Bordes, L., Mottelet, S. and Vandekerkhove, P. (2006b). Semiparametric estimation of a two-component mixture model. Annals of Statistics34, 3, 1204–1232.
4. Bordes, L., Chauveau, D. and Vandekerkhove, P. (2007). A stochastic em algorithm for a semiparametric mixture model. Computational Statistics & Data Analysis51, 5429–5443.
5. Bordes, L. and Vandekerkhove, P. (2010). Semiparametric two-component mixture model with a known component: an asymptotically normal estimator. Mathematical Methods of Statistics19, 1, 22–41.
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