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Archived publication

A multidimensial mixture model for unsupervised tail estimation

Holden, Lars; Haug, Ola

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

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR