Results 11 to 20 of about 239,904 (190)
Evaluation of Tweedie exponential dispersion model densities by Fourier inversion [PDF]
Statistics and Computing, 2008 The Tweedie family of distributions is a family of exponential dispersion models with power variance functions V (μ) = μ^p for p not between (0, 1). These distributions do not generally have density functions that can be written in closed form.
Dunn, Peter K., Smyth, Gordon K.
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The limiting behavior of some infinitely divisible exponential dispersion models [PDF]
Statistics & Probability Letters, 2010 Consider an exponential dispersion model (EDM) generated by a probability $ \mu $ on $[0,\infty )$ which is infinitely divisible with an unbounded L\'{e}vy measure $\nu $. The Jorgensen set (i.e., the dispersion parameter space) is then $\mathbb{R}^{+}$,
Bar-Lev, Shaul, Letac, Gerard
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Exponential dispersion models for overdispersed zero-inflated count data [PDF]
Communications in Statistics - Simulation and Computation, 2021 We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value parameterization. In a previous paper (Bar-Lev and Ridder, 2020a), we have developed the framework of these classes and proved that they have some desirable properties. Each of
Shaul K. Bar-Lev, Ad Ridder
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Tail Conditional Expectations for Exponential Dispersion Models [PDF]
ASTIN Bulletin, 2005 There is a growing interest in the use of the tail conditional expectation as a measure of risk. For an institution faced with a random loss, the tail conditional expectation represents the conditional average amount of loss that can be incurred in a fixed period, given that the loss exceeds a specified value.
Landsman, Zinoviy, Valdez, Emiliano A.
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Axioms, 2023 This study contains a two-dimensional mathematical model of solute transport in a river with temporally and spatially dependent flow, explicitly focusing on pulse-type input point sources with a fractional approach.
Manan A. Maisuria +2 more
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Series evaluation of Tweedie exponential dispersion model densities [PDF]
Statistics and Computing, 2005 Exponential dispersion models, which are linear exponential families with a dispersion parameter, are the prototype response distributions for generalized linear models. The Tweedie family comprises those exponential dispersion models with power mean-variance relationships.
Dunn, Peter K., Smyth, Gordon K.
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Fractal and Fractional, 2023 The model of multiple trapping into energy-distributed states is a successful tool to describe the transport of nonequilibrium charge carriers in amorphous semiconductors.
Fadila Serdouk +2 more
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On Poisson–Tweedie mixtures [PDF]
, 2017 Poisson-Tweedie mixtures are the Poisson mixtures for which the mixing measure is generated by those members of the family of Tweedie distributions whose support is non-negative.
Paris, Richard B. +1 more
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New exponential dispersion models for count data: the ABM and LM classes [PDF]
ESAIM: Probability and Statistics, 2021 In their fundamental paper on cubic variance functions (VFs), Letac and Mora (The Annals of Statistics, 1990) presented a systematic, rigorous and comprehensive study of natural exponential families (NEFs) on the real line, their characterization through their VFs and mean value parameterization.
Bar-Lev, Shaul K., Ridder, Ad
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Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates [PDF]
, 2006 This paper focuses on an extension of zero-inflated generalized Poisson (ZIGP) regression models for count data. We discuss generalized Poisson (GP) models where dispersion is modelled by an additional model parameter.
Czado, Claudia +2 more
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