dc.creator | Carrizosa Priego, Emilio José | es |
dc.creator | Jocković, Jelena | es |
dc.creator | Ramírez Cobo, Josefa | es |
dc.date.accessioned | 2021-04-20T11:56:20Z | |
dc.date.available | 2021-04-20T11:56:20Z | |
dc.date.issued | 2013-10-30 | |
dc.identifier.citation | Carrizosa Priego, E.J., Jocković, J. y Ramírez Cobo, J. (2013). A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions. Computers & Operations Research, 52, 231-240. | |
dc.identifier.issn | 0305-0548 | es |
dc.identifier.issn | 1873-765X | es |
dc.identifier.uri | https://hdl.handle.net/11441/107463 | |
dc.description.abstract | The double Pareto Lognormal(dPlN) statistical distribution, defined interms of both an exponentiated
skewed Laplace distribution and alog normal distribution, has proven suitable for fitting heavy tailed
data. In this work we investigate inference for the mixture of a dPlN component and ðk 1Þ lognormal
components for k fixed,amodelforextremeandskeweddatawhichadditionallycapturesmulti-
modality.
The optimisationcriterionbasedonthelikelihoodmaximisationisconsidered,whichyieldsaglobal
optimisation problem with an objective function difficult to evaluate and optimise. Variable Neighbour-
hood Search(VNS)is proven to be a powerful tool to over come such difficulties. Our approach is illustrated with both simulated and real data, in which our VNS and a standard multistart are compared.
The computationalexperienceshowsthattheVNSismorestablenumericallyandprovidesslightly
better objective values. | es |
dc.format | application/pdf | es |
dc.format.extent | 9 p. | es |
dc.language.iso | eng | es |
dc.publisher | PERGAMON-ELSEVIER SCIENCE LTD | es |
dc.relation.ispartof | Computers & Operations Research, 52, 231-240. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Mixtures | es |
dc.subject | Normal laplace distribution | es |
dc.subject | Lognormal distribution | es |
dc.subject | Global optimisation | es |
dc.subject | Gaussian variable neighbourhood search | es |
dc.title | A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa | es |
dc.relation.publisherversion | http://doi.org/10.1016/j.cor.2013.10.014 | es |
dc.identifier.doi | 10.1016/j.cor.2013.10.014 | es |
dc.contributor.group | Universidad de Sevilla. FQM329: Optimización | es |
dc.journaltitle | Computers & Operations Research | es |
dc.publication.volumen | 52 | es |
dc.publication.initialPage | 231 | es |
dc.publication.endPage | 240 | es |