Poisson Limit Laws for Exponential Dispersion Models

DOI10.1080/03610926.2010.529533MaRDI QIDQ2903829zbMATH OpenOpenAlexFDO

Authors Salah Nahla Ben, Masmoudi Afif

Publication date 2 August 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.529533

zbMATH Keywords

exponential dispersion modelJørgensen parametermeans domainPoisson distributiontight limitvariance function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• Characterization of the simple cubic multivariate exponential families
• Conditional natural exponential families
• Extension of the variance function of a steep exponential family
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• La convergence des fonctions variance des familles exponentielles naturelles
• Lectures on natural exponential families and their variance functions
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions

Cited in

(5)

• Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection
• On Infinitely Divisible Exponential Dispersion Model Related to Poisson-Exponential Distribution
• Dispersion Estimates for Poisson and Tweedie Models
• scientific article; zbMATH DE number 679592 (Why is no real title available?)
• Generalized convolution product of an infinitely divisible distribution and a Bernoulli distribution

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