Results 221 to 230 of about 23,250 (257)
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Exponential dispersion models and credibility
Scandinavian Actuarial Journal, 1998Abstract The Exponential Dispersion Family is a rich family of distributions, comprised of several distributions, some of which are heavy-tailed and as such could be of significant relevance to actuarial science. The family draws its richness from a dispersion parameter σ 2 = 1/λ which is equal to 1 in the case of the Natural Exponential Family.
Udi Makov
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Testing for Varying Dispersion in Exponential Family Nonlinear Models
Annals of the Institute of Statistical Mathematics, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yue-Qing Hu +2 more
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On Parameter Estimation for Exponential Dispersion Arma Models
Journal of Time Series Analysis, 2005Abstract. A class of autoregressive moving‐average (ARMA) models proposed by Jørgensen and Song [Journal of Applied Probability (1998), vol. 35, pp. 78–92] with exponential dispersion model margins are useful to deal with non‐normal stationary time series with high‐order autocorrelation.
Song, Peter X.-K., Feng, Dingan
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Adjusted -squared type measure for exponential dispersion models
Statistics and Probability Letters, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Poisson Limit Laws for Exponential Dispersion Models
Communications in Statistics - Theory and Methods, 2012Let ED = {P λ(m), m ∈ M, λ ∈ Λ} be an exponential dispersion model on ℝ d with bounded support parameterized by its domain of the means M and let Λ be its Jorgensen set. In this article, we investigate the asymptotic behavior of P λ(m), when λ tends to + ∞.
Ben Salah Nahla, Masmoudi Afif
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Exponential-Dispersion Degradation Process Models With Random Effects and Covariates
IEEE Transactions on Reliability, 2018The exponential-dispersion (ED) process is a generalized stochastic process, including Wiener, gamma, and inverse Gaussian processes as special cases. This paper studies the reliability evaluation problem for products based on the ED process with random effects and covariates. The expectation maximization algorithm is applied to estimate the parameters
Fengjun Duan, Guan Jun Wang
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Testing for varying dispersion in discrete exponential family nonlinear models
Applied Mathematics, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lin, Jinguan +2 more
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Exponential Dispersion Models and Extensions: A Review
International Statistical Review / Revue Internationale de Statistique, 1992Summary: The paper reviews recent developments in the theory of exponential dispersion models and their various generalizations.Topics covered include dispersion models, exponential and proper dispersion models, stochastic processes, Tweedie's class of power variance functions [see \textit{M. C. K. Tweedie}, Proc. Camb. Philos. Soc.
Bent Jørgensen, Bent Jorgensen
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Modeling exponential signals in a dispersive multipath environment
[Proceedings] ICASSP-92: 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, 1992A technique for estimating parameters in exponential signals observed in a multipath environment, where multiple dispersive channels couple transmitter and receiver is presented. This multipath model simulates unique frequency dependent coefficients of attenuation and reflection along the different propagation paths, which can result in received ...
Phillip L. Ainsleigh, James D. George
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A doubly restricted exponential dispersion model
Communications in Statistics - Theory and Methods, 2018AbstractIn this paper, we propose and develop a doubly restricted exponential dispersion model, i.e. a varying dispersion generalized linear model with two sets of restrictions, a set of linear restrictions for the mean response, and at the same time, for another set of linear restrictions for the dispersion of the distribution.
Luis Fernando Grajales +3 more
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