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JOCKOVIĆ , Jelena

Last name: JOCKOVIĆ

First name: Jelena

April 20, 2021 (v1)

Publication

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A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions

Carrizosa Priego, Emilio José Jocković, Jelena Ramírez Cobo, Josefa

The double Pareto Lognormal(dPlN) statistical distribution, defined interms of both an exponentiated skewed Laplace distribution and alog normal distribution, has proven suitable for fitting heavy tailed data. In this work we investigate inference for the mixture of a dPlN component and ðk 1Þ lognormal components for k...

Uploaded on: December 4, 2022