Fisher dispersion index for multivariate count distributions: a review and a new proposal

DOI10.1016/j.jmva.2017.12.010zbMath1397.62182OpenAlexW2781615630WikidataQ61927762 ScholiaQ61927762MaRDI QIDQ1742740

Célestin C. Kokonendji, Pedro Puig

Publication date: 12 April 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.12.010

zbMATH Keywords

overdispersionrelative indexdependenceunderdispersionmultivariate Poisson distributionequidispersionscaled generalized variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (12)

Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon ⋮ Multivariate generalized linear mixed models for underdispersed count data ⋮ Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics ⋮ A flexible bivariate distribution for count data expressing data dispersion ⋮ Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models ⋮ Some mechanisms leading to underdispersion: Old and new proposals ⋮ Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions ⋮ On Poisson-exponential-Tweedie models for ultra-overdispersed count data ⋮ Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes ⋮ Statistical inference for distributions with one Poisson conditional ⋮ Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes

Uses Software

• R
• NORTARA

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