Exponential families of mixed Poisson distributions

DOI10.1016/j.jmva.2006.03.005zbMath1117.62010OpenAlexW2050519162MaRDI QIDQ997013

Jean-Yves Tourneret, André Ferrari, Gérard Letac

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.03.005

zbMATH Keywords

overdispersionnatural exponential familiesmultivariate gamma

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Inference from stochastic processes (62M99)

Related Items (2)

Fisher dispersion index for multivariate count distributions: a review and a new proposal ⋮ Generalized variance estimators in the multivariate gamma models

Cites Work

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• Natural real exponential families with cubic variance functions
• Reproducibility and natural exponential families with power variance functions
• Natural exponential families with quadratic variance functions
• Multivariate Lukacs theorem
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• A Characterization of the Gamma Distribution

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