A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle

DOI10.1155/2013/468418MaRDI QIDQ904592zbMATH OpenOpenAlexWikidataFDO

Authors Werner Hürlimann

Publication date 13 January 2016

Published in The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/468418

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

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• A generalization of Poincaré's characterization of exponential families
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• Characterizing Additively Closed Discrete Models by a Property of Their Maximum Likelihood Estimators, With an Application to Generalized Hermite Distributions
• Correction Notes: Correction to "Location and Scale Parameters in Exponential Families of Distributions"
• Correction note: ``On maximum likelihood estimation for count data models
• Count Data Distributions
• Equivalence of Gauss's Principle and Minimum Discrimination Information Estimation of Probabilities
• Gauss and the invention of least squares
• Generalized multivariate Hermite distributions and related point processes
• Location and Scale Parameters in Exponential Families of Distributions
• Maximum Likelihood Characterization of Distributions
• Measuring operational risk using a mean scaled individual risk model
• NEW RESULTS FOR A CLASS OF UNIVARIATE DISTRIBUTIONS
• On Gauss's characterization of the normal distribution
• On maximum likelihood estimation for count data models
• On mean scaled insurance risk models
• On parameter orthogonality to the mean
• Robust confidence bounds for the mean of some count data models
• Sur les exponentielles de polynômes et sur l'arithmétique des produits de lois de Poisson

Cited in

(1)

• The concepts of pseudo compound Poisson and partition representations in discrete probability

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