Archived publication
Archived publication
A multidimensial mixture model for unsupervised tail estimation
4969/Holden_-_A_multidimensial_mixture_model_for_unsupervised_ta.pdf
February 26, 2009
SAMBA
- Filename: 4969/Holden_-_A_multidimensial_mixture_model_for_unsupervised_ta.pdf
- Areas: statistics
- Keywords: Mixing function, heavy and light tailed distribution, mixture model
- Page(s): 29
- Name and number of project:
- Title: A multidimensial mixture model for unsupervised tail estimation
- Author(s): Holden, Lars; Haug, Ola
- Report number: SAMBA/09/09
- Published date: February 26, 2009