Journal article

Series evaluation of Tweedie exponential dispersion model densities

PK Dunn, KS Gordon

Statistics and Computing | SPRINGER | Published : 2005

DOI: 10.1007/s11222-005-4070-y

University of Melbourne Researchers

Gordon Smyth Author Mathematics and Statistics

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132Web of Science

Keywords

Stable Distributions

Inverse-Gaussian Distribution

Generalized Linear Models

Science & Technology

Power Variance Functions

Compound Poisson Distributions

Computer Science, Theory & Methods

Poisson Distribution

Generalized Linear-Models

Quasi-Likelihood

Power Variance Function

Physical Sciences

Maximum Likelihood Estimation

Statistics & Probability

Computer Science

Gamma Distribution

Linear Exponential Family