Discrete dispersion models and their Tweedie asymptotics
From MaRDI portal
(Redirected from Publication:1622018)
Abstract: We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The equidispersed Poisson model has a special place in this approach, whereas several overdispersed discrete distributions, such as the Neyman Type A, P'olya-Aeppli, negative binomial and Poisson-inverse Gaussian, turn out to be Poisson-Tweedie factorial dispersion models with power dispersion functions, analogous to ordinary Tweedie exponential dispersion models with power variance functions. Using the factorial cumulant generating function as tool, we introduce a dilation operation as a discrete analogue of scaling, generalizing binomial thinning. The Poisson-Tweedie factorial dispersion models are closed under dilation, which in turn leads to a Poisson-Tweedie asymptotic framework where Poisson-Tweedie models appear as dilation limits. This unifies many discrete convergence results and leads to Poisson and Hermite convergence results, similar to the law of large numbers and the central limit theorem, respectively. The dilation operator also leads to a duality transformation which in some cases transforms overdispersion into underdispersion and vice-versa. Many of the results have multivariate analogues, and in particular we consider a class of multivariate Poisson-Tweedie models, a multivariate notion of over- and underdispersion, and a multivariate zero-inflation index.
Recommendations
Cites work
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 4102209 (Why is no real title available?)
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- scientific article; zbMATH DE number 1257656 (Why is no real title available?)
- scientific article; zbMATH DE number 679592 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 1419973 (Why is no real title available?)
- scientific article; zbMATH DE number 3229193 (Why is no real title available?)
- A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A skew INAR(1) process on \(\mathbb {Z}\)
- An application of compound Poisson modelling to biological dosimetry
- Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
- Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data
- Binomial subsampling
- Characterization of count data distributions involving additivity and binomial subsampling
- Characterizations of a discrete normal distribution
- Characterizing Additively Closed Discrete Models by a Property of Their Maximum Likelihood Estimators, With an Application to Generalized Hermite Distributions
- Connections of the Poisson weight function to overdispersion and underdispersion
- Count Data Distributions
- Discrete analogues of self-decomposability and stability
- Dispersion models for extremes
- Dispersion models for geometric sums
- FREE EXPONENTIAL FAMILIES AS KERNEL FAMILIES
- La convergence des fonctions variance des familles exponentielles naturelles
- Mixed Poisson Distributions
- Models for zero-inflated count data using the Neyman type A distribution
- Neyman type A distribution revisited
- On certain properties of power-series distributions
- On convergence of multivariate Laplace transforms
- Some discrete exponencial dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
- The COM‐Poisson model for count data: a survey of methods and applications
- The Discrete Normal Distribution
- Thinning operations for modeling time series of counts -- a survey
- Thinning, Entropy, and the Law of Thin Numbers
- Univariate Discrete Distributions
Cited in
(36)- Domains of attraction for positive and discrete tempered stable distributions
- A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- A characterization of the generalized Laplace distribution by constant regression on the sample mean
- Taylor's law for some infinitely divisible probability distributions from population models
- Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models
- Multivariate generalized linear mixed models for underdispersed count data
- Modelling mixed types of outcomes in additive genetic models
- Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island
- Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics
- Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion
- Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
- THE DISCRETE AGGLOMERATION MODEL: THE MOMENT PROBLEM FOR THE AUTONOMOUS QUADRATIC KERNEL
- Real natural exponential families and generalized orthogonality
- Poisson-Tweedie models for count data with excessive zeros: comparison with the negative binomial model
- Characterization and classification of multiple stable Tweedie models
- Estimation for finite mixture of simplex models: applications to biomedical data
- Random variate generation and connected computational issues for the Poisson-Tweedie distribution
- On multivariate associated kernels to estimate general density functions
- On Poisson-Tweedie mixtures
- Dispersion Estimates for Poisson and Tweedie Models
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
- Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes
- Extended Poisson–Tweedie: Properties and regression models for count data
- Double Poisson-Tweedie regression models
- Coherent indexes for shifted count and semicontinuous models
- On binomial thinning and mixing
- Fisher dispersion index for multivariate count distributions: a review and a new proposal
- Generalized variance functions for infinitely divisible mixture distributions
- Self-organized criticality of aggregated animals attributed to Tweedie convergence
- Simulations of full multivariate Tweedie with flexible dependence structure
- Dispersion models for geometric sums
- scientific article; zbMATH DE number 1453183 (Why is no real title available?)
- New exponential dispersion models for count data: the ABM and LM classes
- Exponential dispersion models for overdispersed zero-inflated count data
This page was built for publication: Discrete dispersion models and their Tweedie asymptotics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1622018)
