EM Algorithm for Mixed Poisson and Other Discrete Distributions

DOI10.2143/AST.35.1.583163zbMath1100.62026OpenAlexW4250422866MaRDI QIDQ5490576

Dimitris Karlis

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583163

zbMATH Keywords

geometric distributionMonte Carlo EMYule distributionNeyman distributionbeta binomial

Mathematics Subject Classification ID

Related Items (21)

Some properties of multivariate INAR(1) processes ⋮ A literature review of (Sparse) exponential family PCA ⋮ Zero-one inflated negative binomial - beta exponential distribution for count data with many zeros and ones ⋮ Earthquake parametric insurance with Bayesian spatial quantile regression ⋮ The Geometric ArcTan distribution with applications to model demand for health services ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ On a class of bivariate mixed Sarmanov distributions ⋮ A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ A Sequential Test of Traffic Intensity for the M/M/1 Queueing System ⋮ AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION ⋮ On the independence between risk profiles in the compound collective risk actuarial model ⋮ Variational inference for probabilistic Poisson PCA ⋮ A two-parameter general inflated Poisson distribution: properties and applications ⋮ A general method of computing mixed Poisson probabilities by Monte Carlo sampling ⋮ Estimation methods for the discrete Poisson–Lindley distribution ⋮ On the type I multivariate zero-truncated hurdle model with applications in health insurance ⋮ The Poisson-conjugate Lindley mixture distribution ⋮ The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking ⋮ Computation of probabilities of mixed Poisson-Weibull distribution ⋮ Parameters Estimation for a New Generalized Geometric Distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of parameters in the beta binomial model
• Unequal sampling for Monte Carlo EM algorithms.
• Estimation problems for the two-parameter negative binomial distribution
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
• Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
• Computation of probabilities of a generalized log-series and related distributions
• Recovering extra-binomial variation
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

This page was built for publication: EM Algorithm for Mixed Poisson and Other Discrete Distributions