Regression models for double discrete distributions

DOI10.1007/S40840-022-01275-3MaRDI QIDQ2089357zbMATH OpenOpenAlexFDO

Authors Ayshah S. Alzaidani, Emad-Eldin A. A. Aly

Publication date 6 October 2022

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40840-022-01275-3

zbMATH Keywords

geometric regressionnegative binomial regressionPoisson regressionrandom sign mixture transformationrandom sign transformation

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A discrete analogue of the Laplace distribution
• A skew Laplace distribution on integers
• A stochastic model for order book dynamics
• An alternative discrete skew Laplace distribution
• An extended Poisson distribution
• Computation of estimates in segmented regression and a liquidity effect model
• Hedging and Portfolio Optimization in Financial Markets with a Large Trader
• Liquidity risk and arbitrage pricing theory
• Modeling discrete stock price changes using a mixture of Poisson distributions
• MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
• On composed Poisson distributions, IV
• On the Poisson difference distribution inference and applications
• The Discrete Normal Distribution
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations

Cited in

(2)

• Double generalized threshold models with constraint on the dispersion by the mean
• Discrete distributions for which the regression of the first record on the second is linear

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