Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes

In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the...

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Detalles Bibliográficos
Autores: Kokonendji, Célestin C., Dossou-Gbété, Simplice, Demétrio, Clarice G.B.
Tipo de recurso: artículo
Fecha de publicación:2004
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3750
Acceso en línea:https://hdl.handle.net/2099/3750
Access Level:acceso abierto
Palabra clave:Distribution (Probability theory)
Distribució (Teoria de la probabilitat)
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Classificació AMS::62 Statistics::62E Distribution theory
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spelling Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classesKokonendji, Célestin C.Dossou-Gbété, SimpliceDemétrio, Clarice G.B.Distribution (Probability theory)Distribució (Teoria de la probabilitat)Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theoryClassificació AMS::62 Statistics::62E Distribution theoryIn this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form µ + µp, where p is a real index related to a precise model. These two classes provide some alternatives to the negative binomial distribution ( p= 2) which is classically used in the framework of regression models for count data when overdispersion results in a lack of fit of the Poisson regression model. Some properties are then studied and the practical usefulness is also discussed.Peer ReviewedInstitut d'Estadística de Catalunya20042004-01-0120072007-11-12journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/3750reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/37502026-05-27T15:37:01Z
dc.title.none.fl_str_mv Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
title Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
spellingShingle Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
Kokonendji, Célestin C.
Distribution (Probability theory)
Distribució (Teoria de la probabilitat)
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Classificació AMS::62 Statistics::62E Distribution theory
title_short Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
title_full Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
title_fullStr Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
title_full_unstemmed Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
title_sort Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
dc.creator.none.fl_str_mv Kokonendji, Célestin C.
Dossou-Gbété, Simplice
Demétrio, Clarice G.B.
author Kokonendji, Célestin C.
author_facet Kokonendji, Célestin C.
Dossou-Gbété, Simplice
Demétrio, Clarice G.B.
author_role author
author2 Dossou-Gbété, Simplice
Demétrio, Clarice G.B.
author2_role author
author
dc.subject.none.fl_str_mv Distribution (Probability theory)
Distribució (Teoria de la probabilitat)
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Classificació AMS::62 Statistics::62E Distribution theory
topic Distribution (Probability theory)
Distribució (Teoria de la probabilitat)
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Classificació AMS::62 Statistics::62E Distribution theory
description In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form µ + µp, where p is a real index related to a precise model. These two classes provide some alternatives to the negative binomial distribution ( p= 2) which is classically used in the framework of regression models for count data when overdispersion results in a lack of fit of the Poisson regression model. Some properties are then studied and the practical usefulness is also discussed.
publishDate 2004
dc.date.none.fl_str_mv 2004
2004-01-01
2007
2007-11-12
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/3750
url https://hdl.handle.net/2099/3750
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,198674

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