FEB Research Report KBI_1401B
Publication date:
2014-01-01
Publisher:
KU Leuven - Faculty of Economics and Business; Leuven (Belgium)
Author:
Verbelen, Roel
Abstract:
In this addendum, we present the EM algorithm of Lee and Lin (2010) custimized for fitting mixtures of Erlang distributions with a common scale parameter to uncensored and untruncated data. We work out the details with zero-one component indicators inspired by McLachlan and Peel (2001) and Lee and Scott (2012).