A finite mixture of multiple discrete distributions for modelling heaped count data

dc.contributor.authorBermúdez, Lluís
dc.contributor.authorKarlis, Dimitris
dc.contributor.authorSantolino, Miguel
dc.date.accessioned2017-03-27T12:39:52Z
dc.date.available2019-02-24T06:10:14Z
dc.date.issued2017-02-24
dc.date.updated2017-03-27T12:39:53Z
dc.description.abstractA new modelling approach, based on finite mixtures of multiple discrete distributions of different multiplicities, is proposed to fit data with a lot of periodic spikes in certain values. An EM algorithm is provided in order to ensure the models' ease-of-fit and then a simulation study is presented to show its efficiency. A numerical application with a real data set involving the length, measured in days, of inability to work after an accident occurs is treated. The main finding is that the model provides a very good fit when working week, calendar week and month multiplicities are taken into account.
dc.format.extent10 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec670360
dc.identifier.issn0167-9473
dc.identifier.urihttps://hdl.handle.net/2445/108966
dc.language.isoeng
dc.publisherElsevier B.V.
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.1016/j.csda.2017.02.013
dc.relation.ispartofComputational Statistics & Data Analysis, 2017, vol. 112, num. August, p. 14-23
dc.relation.urihttps://doi.org/10.1016/j.csda.2017.02.013
dc.rightscc-by-nc-nd (c) Elsevier B.V., 2017
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.sourceArticles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject.classificationAnàlisi de regressió
dc.subject.classificationAssegurances d'accidents
dc.subject.classificationVariables (Matemàtica)
dc.subject.otherRegression analysis
dc.subject.otherAccident insurance
dc.subject.otherVariables (Mathematics)
dc.titleA finite mixture of multiple discrete distributions for modelling heaped count data
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

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