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Theory & Methods: Estimating the parameters of Poisson‐exponential models

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Publication:4415520
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DOI10.1111/1467-842X.00225zbMath1023.62020OpenAlexW1517255921MaRDI QIDQ4415520

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Publication date: 28 October 2003

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00225


zbMATH Keywords

maximum likelihood estimatormethod of momentscompound Poisson modelnon-central chi-squared distributionempirical moment generating functionmixed-moments procedure


Mathematics Subject Classification ID

Point estimation (62F10)


Related Items (7)

Normality testing for a long-memory sequence using the empirical moment generating function ⋮ Tests for normal mixtures based on the empirical characteristic function ⋮ Estimation in the three-parameter inverse Gaussian distribution ⋮ A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function ⋮ Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function ⋮ Estimating latency from inhibitory input ⋮ Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution







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