Bayesian estimation and influence analysis of Tweedie's compound Poisson model

DOI10.13299/J.CNKI.AMJCU.002140MaRDI QIDQ4998214zbMATH OpenFDO

Authors Xing-De Duan, Shi Zhang, Lulu Luo, Wenzhuan Zhang

Publication date 1 July 2021

Full work available at URL https://doi.org/10.13299/J.CNKI.AMJCU.002140

zbMATH Keywords

Bayesian estimationcompound Poisson-Gamma distributionGibbs samplerMH algorithmsemicontinuous data

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian inference (62F15)

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Cited in

(1)

• Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models

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