EM Algorithm for Mixed Poisson and Other Discrete Distributions
From MaRDI portal
Publication:5490576
DOI10.2143/AST.35.1.583163zbMath1100.62026MaRDI QIDQ5490576
Publication date: 4 October 2006
Published in: ASTIN Bulletin (Search for Journal in Brave)
62F10: Point estimation
Related Items
AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION, Parameters Estimation for a New Generalized Geometric Distribution, On the independence between risk profiles in the compound collective risk actuarial model, Some properties of multivariate INAR(1) processes, Variational inference for probabilistic Poisson PCA, A two-parameter general inflated Poisson distribution: properties and applications, A general method of computing mixed Poisson probabilities by Monte Carlo sampling, On the type I multivariate zero-truncated hurdle model with applications in health insurance, The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking, The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking, The Poisson-conjugate Lindley mixture distribution, Estimation methods for the discrete Poisson–Lindley distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of parameters in the beta binomial model
- Unequal sampling for Monte Carlo EM algorithms.
- Estimation problems for the two-parameter negative binomial distribution
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
- Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
- Computation of probabilities of a generalized log-series and related distributions
- Recovering extra-binomial variation
- Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.