Estimation of Dynamic Mixtures
Estimating a dynamic mixture via AMLE
Approximating the mode of a multivariate empirical distribution
Cross-Entropy estimation
Cross-Entropy estimation and bootstrap standard errors
Computing the Cramér - von Mises distance between two samples
Density of a Lognormal-GPD dynamic mixture
Log-likelihood of a Lognormal-GPD dynamic mixture
Log-likelihood of a Lognormal-GPD dynamic mixture
Bootstrap standard errors of MLEs
Estimating a dynamic mixture via MLE
Monte carlo approximation of the normalizing constant of a Lognormal-G...
Simulating a dynamic lognormal-Pareto mixture
Estimation of a dynamic lognormal - Generalized Pareto mixture via the Approximate Maximum Likelihood and the Cross-Entropy methods. See Bee, M. (2023) <doi:10.1016/j.csda.2023.107764>.