Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
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Publication:2270869
DOI10.1016/J.SPL.2009.04.011zbMATH Open1166.62009OpenAlexW2037535649MaRDI QIDQ2270869FDOQ2270869
Publication date: 29 July 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.011
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Infinitely divisible distributions; stable distributions (60E07) Parametric hypothesis testing (62F03) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)
Cites Work
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- On a Poisson-inverse Gaussian distribution
- Mixed Poisson Distributions
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
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- On modeling count data: a comparison of some well-known discrete distributions
- Parameter Estimation for the Discrete Stable Family
- Survival models for heterogeneous populations derived from stable distributions
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- Generalized hypergeometric, digamma and trigamma distributions
- Discrete stable random variables
- Scaled Sibuya distribution and discrete self-decomposability
- Computation of the poisson-inverse gaussian distribution
Cited In (22)
- Integer valued stable random variables
- Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- A note on a universal random variate generator for integer-valued random variables
- Integer-valued Lévy processes and low latency financial econometrics
- The tempered discrete Linnik distribution
- Extended truncated Tweedie-Poisson model
- Noncausal counting processes: a queuing perspective
- Cyber risk modeling: a discrete multivariate count process approach
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- A Weibull-count approach for handling under- and overdispersed longitudinal/clustered data structures
- The Gamma-count distribution in the analysis of experimental underdispersed data
- Random variate generation and connected computational issues for the Poisson-Tweedie distribution
- Discrete tempered stable distributions
- Modelling heavy-tailedness in count time series
- Random Clustering Based on the Conditional Inverse Gaussian-Poisson Distribution
- A flexible Bayesian nonconfounding spatial model for analysis of dispersed count data
- A flexible generalized Poisson likelihood for spatial counts constructed by renewal theory, motivated by groundwater quality assessment
- Domains of attraction for positive and discrete tempered stable distributions
- Testing for the Poisson-Tweedie distribution
- Extended Poisson–Tweedie: Properties and regression models for count data
- A stochastic representation and sampling algorithm for nested Archimedean copulas
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