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

Kokonendji, Célestin C., Dossou-Gbété, Simplice, and Demétrio, Clarice G. B.. "Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.." SORT 28.2 (2004): 201-214. <http://eudml.org/doc/40459>.

@article{Kokonendji2004,
abstract = {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.},
author = {Kokonendji, Célestin C., Dossou-Gbété, Simplice, Demétrio, Clarice G. B.},
journal = {SORT},
keywords = {Teoría de la distribución; Distribución binomial; Procesos de Poisson; Dispersión estadística; negative binomial distribution; overdispersion; Poisson mixture; Tweedie family; unit variance function},
language = {eng},
number = {2},
pages = {201-214},
title = {Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.},
url = {http://eudml.org/doc/40459},
volume = {28},
year = {2004},
}

TY - JOUR
AU - Kokonendji, Célestin C.
AU - Dossou-Gbété, Simplice
AU - Demétrio, Clarice G. B.
TI - Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.
JO - SORT
PY - 2004
VL - 28
IS - 2
SP - 201
EP - 214
AB - 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.
LA - eng
KW - Teoría de la distribución; Distribución binomial; Procesos de Poisson; Dispersión estadística; negative binomial distribution; overdispersion; Poisson mixture; Tweedie family; unit variance function
UR - http://eudml.org/doc/40459
ER -