New inference procedures for generalized Poisson distributions
From MaRDI portal
Publication:3532707
DOI10.1080/02664760801997174zbMath1147.62040OpenAlexW2000148497MaRDI QIDQ3532707
No author found.
Publication date: 28 October 2008
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760801997174
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
On goodness-of-fit tests for the Bell distribution ⋮ Unnamed Item ⋮ Testing for the Poisson-Tweedie distribution ⋮ Validation tests for the innovation distribution in INAR time series models ⋮ Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution
Cites Work
- Unnamed Item
- Derivations of the compound Poisson distribution and process
- Generalized Poisson models arising from Markov processes
- Exponential bounds for generalized Poisson distributions
- On approximations to generalized Poisson distributions
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
- Bootstrapping modified goodness-of-fit statistics with estimated parameters
- On the limit of the Markov binomial distribution
- EDF Tests for the Generalized Poisson Distribution
- Cramér‐von Mises statistics for discrete distributions
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
This page was built for publication: New inference procedures for generalized Poisson distributions