Series evaluation of Tweedie exponential dispersion model densities
نویسندگان
چکیده
منابع مشابه
Series evaluation of Tweedie exponential dispersion model densities
Exponential dispersion models, which are linear exponential families with a dispersion parameter, are the prototype response distributions for generalized linear models. The Tweedie families are those exponential dispersion models with power mean-variance relationships. The normal, Poisson, gamma and inverse Gaussian distributions are Tweedie families. Apart from these special cases, Tweedie di...
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Exponential dispersion models, which are linear exponential families with a dispersion parameter, are the prototype response distributions for generalized linear models. The Tweedie families are those exponential dispersion models with power mean-variance relationships. The normal, Poisson, gamma and inverse Gaussian distributions are Tweedie families. Apart from these special cases, Tweedie di...
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The Tweedie family of distributions is a family of exponential dispersion models with power variance functions V (μ) = μp for p 6∈ (0, 1). These distributions do not generally have density functions that can be written in closed form. However, they have simple moment generating functions, so the densities can be evaluated numerically by Fourier inversion of the characteristic functions. This pa...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2005
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-005-4070-y