Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family

DOI10.1016/j.spl.2009.04.011zbMath1166.62009OpenAlexW2037535649MaRDI QIDQ2270869

Rong Zhu, Joe, Harry

Publication date: 29 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.011

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Parametric hypothesis testing (62F03) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• On modeling count data: a comparison of some well-known discrete distributions
• Discrete stable random variables
• Generalized hypergeometric, digamma and trigamma distributions
• Scaled Sibuya distribution and discrete self-decomposability
• On a Poisson-inverse Gaussian distribution
• Mixed Poisson Distributions
• Parameter Estimation for the Discrete Stable Family
• Survival models for heterogeneous populations derived from stable distributions
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Computation of the poisson-inverse gaussian distribution

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