The following pages link to (Q4226811):
Displaying 50 items.
- The unifed distribution (Q115710) (← links)
- A Bayesian model for longitudinal circular data based on the projected normal distribution (Q123019) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Shrinkage of dispersion parameters in the binomial family, with application to differential exon skipping (Q312910) (← links)
- Asymptotic and structural properties of special cases of the Wright function arising in probability theory (Q317151) (← links)
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- On Poisson-stopped-sums that are mixed Poisson (Q383841) (← links)
- Self-similarity and Lamperti convergence for families of stochastic processes (Q392772) (← links)
- Robust joint modeling of mean and dispersion through trimming (Q429614) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- Permissible boundary prior function as a virtually proper prior density (Q457286) (← links)
- Estimating equations and diagnostic techniques applied to zero-inflated models for panel data (Q457967) (← links)
- Construction of multivariate dispersion models (Q470358) (← links)
- A model-based approach to designing a fishery-independent survey (Q484754) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Joint modeling of longitudinal proportional measurements and survival time with a cure fraction (Q525900) (← links)
- Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data (Q544607) (← links)
- Bias-corrected estimators for dispersion models with dispersion covariates (Q546084) (← links)
- The real powers of the convolution of a gamma distribution and a Bernoulli distribution (Q548146) (← links)
- One-sided Cauchy-Stieltjes kernel families (Q548159) (← links)
- On the Hougaard subordinated Gaussian Lévy processes (Q552990) (← links)
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup (Q557717) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- The limiting behavior of some infinitely divisible exponential dispersion models (Q613176) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- On Kendall-Ressel and related distributions (Q634568) (← links)
- Dispersion models for geometric sums (Q642196) (← links)
- Extending the Thorin class (Q647155) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- On multivariate associated kernels to estimate general density functions (Q684068) (← links)
- On Hinde-Demétrio regression models for overdispersed count data (Q713774) (← links)
- Bayesian beta regression with Bayesianbetareg R-package (Q736585) (← links)
- Stochastic population dynamics in a Markovian environment implies Taylor's power law of fluctuation scaling (Q743523) (← links)
- Nonparametric additive location-scale models for interval censored data (Q746253) (← links)
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models (Q842921) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Bayesian analysis of semiparametric reproductive dispersion mixed-effects models (Q2445669) (← links)
- AUTOMATIC RELEVANCE DETERMINATION IN NONNEGATIVE MATRIX FACTORIZATION BASED ON A ZERO-INFLATED COMPOUND POISSON-GAMMA DISTRIBUTION (Q4606377) (← links)
- 1/ <i>f</i> Noise and multifractality from bristlecone pine growth explained by the statistical convergence of random data (Q4647127) (← links)
- Taylor's law, via ratios, for some distributions with infinite mean (Q4684879) (← links)
- COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
- New exponential dispersion models for count data: the ABM and LM classes (Q4990908) (← links)
- Modeling event cascades using networks of additive count sequences (Q5006902) (← links)
- Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions (Q5024699) (← links)
- On Stratified Density Ratio Models (Q5037821) (← links)
- Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
