Estimation of a Lognormal - Generalized Pareto Mixture
Density of the lognormal-GPD mixture
Density of the lognormal-Pareto spliced distribution
Bootstrap standard errors for the MLEs of a lognormal-GPD mixture
Mixture estimation via EM
Simulation of the lognormal-GPD mixture
Simulation of the lognormal-Pareto spliced distribution
Weighted GPD log-likelihood
Estimation of a lognormal - Generalized Pareto mixture via the Expectation-Maximization algorithm. Computation of bootstrap standard errors is supported and performed via parallel computing. Functions for random number simulation and density evaluation are also available. For more details see Bee and Santi (2025) <doi:10.48550/arXiv.2505.22507>.