Domains of attraction to Tweedie distributions

DOI10.1007/S10986-009-9062-8zbMath1185.60021OpenAlexW2062289278MaRDI QIDQ847908

N. E. Zubov

Publication date: 19 February 2010

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-009-9062-8

zbMATH Keywords

natural exponential familyexponential tiltingEsscher transformpower-variance functionTauber theoryTweedie domains of attraction

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (10)

Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters ⋮ New properties and representations for members of the power-variance family. I ⋮ On Poisson-Tweedie mixtures ⋮ Dispersion models for geometric sums ⋮ Dispersion models for extremes ⋮ Taylor's law, via ratios, for some distributions with infinite mean ⋮ Taylor's power law of fluctuation scaling and the growth-rate theorem ⋮ Structural, continuity, and asymptotic properties of a branching particle system ⋮ Some Utilizations of LambertWFunction in Distribution Theory ⋮ Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter

Uses Software

• Tweedie

Cites Work

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