2 papers
stat.ME2026
Modeling and estimating skewed and heavy-tailed populations via unsupervised mixture models
Marco Bee, Flavio Santi
We develop a mixture model for non-negative, heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usuall…
stat.ME2026
Flexible modeling of bimodal distributions via skewed- mixtures
Marco Bee, Flavio Santi
We propose a mixture of location-scale skewed- distributions to fit bimodal, skewed and heavy-tailed data. In particular, the mixture is based on the skewed- distribution by…