most citedFitting phase--type scale mixtures to heavy--tailed data and distributions

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math.ST2017★ 3 cited

Fitting phase--type scale mixtures to heavy--tailed data and distributions

Mogens Bladt, Leonardo Rojas-Nandayapa

We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we…