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- W2473673566 abstract "AbstractIn this paper, the mixture model of k extreme value distributions is investigated. First, the identifiability of the class of arbitrary mixtures of extreme value distributions type 1 and type 2 is proved, using the Laplace transform of extreme value distributions given in terms of the Kratzel function. We then find the estimates for the parameters of the mixture of two extreme value distributions, including the three different types, via the EM - algorithm. The performance of the estimates is tested by Monte Carlo simulation." @default.
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- W2473673566 date "2016-06-29" @default.
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- W2473673566 title "Mixture of extreme-value distributions: identifiability and estimation" @default.
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- W2473673566 doi "https://doi.org/10.1080/03610926.2015.1129423" @default.
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