GSM

GSM: Gamma Shape Mixture: This package implements a Bayesian approach for estimation of a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter.


References in zbMATH (referenced in 12 articles )

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  1. Li, Meng; Schwartzman, Armin: Standardization of multivariate Gaussian mixture models and background adjustment of PET images in brain oncology (2018)
  2. Mahdi Teimouri; Mahdi Torshizi; Adel Mohammadpour; Saralees Nadarajah: alphastable: An R Package for Modelling Multivariate Stable and Mixture of Symmetric Stable Distributions (2018) arXiv
  3. Teimouri, Mahdi; Rezakhah, Saeid; Mohammadpour, Adel: EM algorithm for symmetric stable mixture model (2018)
  4. Villa, Cristiano: Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (2017)
  5. Chen, JiaHua; Li, ShaoTing; Tan, XianMing: Consistency of the penalized MLE for two-parameter gamma mixture models (2016)
  6. Rebafka, T.; Roueff, F.: Nonparametric estimation of the mixing density using polynomials (2015)
  7. Rubio, F. J.; Steel, M. F. J.: Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (2015)
  8. Venturini, Sergio; Dominici, Francesca; Parmigiani, Giovanni: Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (2015)
  9. Cui, Kai: Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data (2012)
  10. Trippa, Lorenzo; Parmigiani, Giovanni: False discovery rates in somatic mutation studies of cancer (2011)
  11. Carvalho, Alexandre X.; Skoulakis, Georgios: Time series mixtures of generalized (t) experts: ML estimation and an application to stock return density forecasting (2010)
  12. Venturini, Sergio; Dominici, Francesca; Parmigiani, Giovanni: Gamma shape mixtures for heavy-tailed distributions (2008)