Fisher dispersion index for multivariate count distributions: a review and a new proposal
From MaRDI portal
Publication:1742740
DOI10.1016/j.jmva.2017.12.010zbMath1397.62182WikidataQ61927762 ScholiaQ61927762MaRDI QIDQ1742740
Célestin C. Kokonendji, Pedro Puig
Publication date: 12 April 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.12.010
overdispersion; relative index; dependence; underdispersion; multivariate Poisson distribution; equidispersion; scaled generalized variance
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
Statistical inference for distributions with one Poisson conditional, Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes, Multivariate generalized linear mixed models for underdispersed count data, Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics, A flexible bivariate distribution for count data expressing data dispersion, Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models, Some mechanisms leading to underdispersion: Old and new proposals, Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon, Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions, On Poisson-exponential-Tweedie models for ultra-overdispersed count data, Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes, Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Simulations of full multivariate Tweedie with flexible dependence structure
- Multivariate coefficients of variation: comparison and influence functions
- UMVU estimation of the ratio of powers of normal generalized variances under correlation
- Exponential families of mixed Poisson distributions
- On the determinant of the second derivative of a Laplace transform
- The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
- Some properties of multivariate INAR(1) processes
- Discrete dispersion models and their Tweedie asymptotics
- Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island
- Semiparametric estimation for count data through weighted distributions
- Robust asymptotic tests for the equality of multivariate coefficients of variation
- Testing for zero inflation and overdispersion in INAR(1) models
- Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
- Type II bivariate Pólya-Aeppli distribution
- Connections of the Poisson weight function to overdispersion and underdispersion
- A novel definition of the multivariate coefficient of variation
- Mixed Poisson Distributions
- A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
- Matrix Analysis
- On a bivariate poisson distribution
- Crockett's Test of Fit for the Bivariate Poisson
- Non‐parametric Estimation of the Number of Zeros in Truncated Count Distributions
- A bivariate Poisson count data model using conditional probabilities
- A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
- Control chart for monitoring multivariate COM-Poisson attributes
- Methods and Applications of Statistics in Clinical Trials
- Estimation for the bivariate Poisson distribution
- Comparing UMVU and ML estimators of the generalized variance for natural exponential families
- Modeling and Generating Dependent Risk Processes for IRM and DFA
- Bivariate generalizations of Neyman's Type A distribution
