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On maximum likelihood estimation of a Pareto mixture

✍ Scribed by Marco Bee, Roberto Benedetti, Giuseppe Espa


Book ID
120743746
Publisher
Springer
Year
2011
Tongue
English
Weight
354 KB
Volume
28
Category
Article
ISSN
0943-4062

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Iterative numerical methods are necessary t o find the maximum likelihood estimates for finite mixture distributions. This paper shows that it will often be possible to analytitally reduce the number of equations that must ultimately be solved numerically. Such a reduction in dimensionality has not