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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Bibliographic Details
Main Authors: Jiahang Lyu, Saralees Nadarajah
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2025-08-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/634
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