Inference for Sichel's Compound Poisson Distribution

DOI10.2307/2287782zbMath0521.62022OpenAlexW4252417453MaRDI QIDQ3670358

Lam Yeh, Anthony C. Atkinson

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287782

zbMATH Keywords

maximum likelihood estimationmodified Bessel functionsapproximate likelihoodscore statisticcompound Poisson distribution

Mathematics Subject Classification ID

Point estimation (62F10)

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Analysis of discrete data by Conway-Maxwell Poisson distribution ⋮ Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ The Sichel model and the mixing and truncation order ⋮ On mean scaled insurance risk models ⋮ Diversity of vocabulary and homogeneity of literary style ⋮ Analysis of Long-Tailed Count Data by Poisson Mixtures ⋮ Extended truncated Inverse Gaussian–Poisson model ⋮ Difference equation approaches in evaluation of compound distributions

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