Exponential families of mixed Poisson distributions

DOI10.1016/J.JMVA.2006.03.005MaRDI QIDQ997013zbMATH OpenOpenAlexFDO

Authors A. Ferrari, Gérard Letac, Jean-Yves Tourneret

Publication date 19 July 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.03.005

zbMATH Keywords

multivariate gammanatural exponential familiesoverdispersion

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes (62M99)

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Cites work

• A Characterization of the Gamma Distribution
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• Multivariate Lukacs theorem
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions
• Reproducibility and natural exponential families with power variance functions

Cited in

(6)

• Generalized variance estimators in the multivariate gamma models
• On mixed exponential processes and martingales
• A characterization of Poisson-Gaussian families by convolution-stability
• Fisher dispersion index for multivariate count distributions: a review and a new proposal
• Mixed exponential processes
• A note on mixed exponential distribution with negative weights

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