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Information Matrices for Composite Type Distributions

Composite type distributions are being increasingly used to model insurance data.  Yet no expressions seem to be available for observed information matrices.  In this paper, we give expressions for the matrices for two-piece, three-piece and m-piece composite distributions in their most general for...

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Bibliografski detalji
Glavni autori: Jiahang Lyu, Saralees Nadarajah
Format: Artigo
Jezik:Inglês
Izdano: Instituto Nacional de Estatística | Statistics Portugal 2025-08-01
Serija:Revstat Statistical Journal
Teme:
Online pristup:https://revstat.ine.pt/index.php/REVSTAT/article/view/634
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