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FEB Research Report KBI_1511

Publication date: 2015-01-01
Publisher: KU Leuven - Faculty of Economics and Business; Leuven (Belgium)

Author:

Verbelen, Roel
Antonio, Katrien ; Claeskens, Gerda

Abstract:

In this addendum to Verbelen et al. (2015), we present several additional examples of the calibration procedure for fitting multivariate mixtures of Erlangs to censored and truncated data.