Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Christoph, Gerd & Schreiber, Karina, 1998. "Discrete stable random variables," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 243-247, March.
- Christoph, Gerd & Schreiber, Karina, 2000. "Scaled Sibuya distribution and discrete self-decomposability," Statistics & Probability Letters, Elsevier, vol. 48(2), pages 181-187, June.
- M. Holla, 1967. "On a poisson-inverse gaussian distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 11(1), pages 115-121, December.
- Tremblay, Luc, 1992. "Using the Poisson Inverse Gaussian in Bonus-Malus Systems," ASTIN Bulletin, Cambridge University Press, vol. 22(1), pages 97-106, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Di Noia, Antonio & Marcheselli, Marzia & Pisani, Caterina & Pratelli, Luca, 2023. "Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions," Statistics & Probability Letters, Elsevier, vol. 202(C).
- Baccini, A. & Barabesi, L. & Marcheselli, M. & Pratelli, L., 2012. "Statistical inference on the h-index with an application to top-scientist performance," Journal of Informetrics, Elsevier, vol. 6(4), pages 721-728.
- Klebanov, Lev B. & Slámová, Lenka, 2013. "Integer valued stable random variables," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1513-1519.
- Lucio Barabesi & Carolina Becatti & Marzia Marcheselli, 2018. "The Tempered Discrete Linnik distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(1), pages 45-68, March.
- Wan Jing Low & Paul Wilson & Mike Thelwall, 2016. "Stopped sum models and proposed variants for citation data," Scientometrics, Springer;Akadémiai Kiadó, vol. 107(2), pages 369-384, May.
- Yang Lu, 2021. "The predictive distributions of thinning‐based count processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 42-67, March.
- Rahma Abid & Célestin C. Kokonendji & Afif Masmoudi, 2021. "On Poisson-exponential-Tweedie models for ultra-overdispersed count data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 1-23, March.
- Michael Grabchak, 2022. "Discrete Tempered Stable Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1877-1890, September.
- Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2019. "Testing for the Poisson–Tweedie distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 164(C), pages 146-162.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tomasz J. Kozubowski & Krzysztof Podgórski, 2018. "A generalized Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 855-887, August.
- Nadjib Bouzar & K. Jayakumar, 2008. "Time series with discrete semistable marginals," Statistical Papers, Springer, vol. 49(4), pages 619-635, October.
- Christoph, Gerd & Schreiber, Karina, 2000. "Scaled Sibuya distribution and discrete self-decomposability," Statistics & Probability Letters, Elsevier, vol. 48(2), pages 181-187, June.
- Buddana Amrutha & Kozubowski Tomasz J., 2014. "Discrete Pareto Distributions," Stochastics and Quality Control, De Gruyter, vol. 29(2), pages 143-156, December.
- Kukla, Jonas & Möhle, Martin, 2018. "On the block counting process and the fixation line of the Bolthausen–Sznitman coalescent," Stochastic Processes and their Applications, Elsevier, vol. 128(3), pages 939-962.
- Michael Grabchak, 2022. "Discrete Tempered Stable Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1877-1890, September.
- Nadjib Bouzar, 2008. "The semi-Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(2), pages 459-464, June.
- Rodrigues, Josemar & Balakrishnan, N. & Cordeiro, Gauss M. & de Castro, Mário, 2011. "A unified view on lifetime distributions arising from selection mechanisms," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3311-3319, December.
- N. Bouzar & S. Satheesh, 2008. "Comments on a-decomposability," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 243-252.
- Rémillard Bruno & Theodorescu Radu, 2000. "Inference Based On The Empirical Probability Generating Function For Mixtures Of Poisson Distributions," Statistics & Risk Modeling, De Gruyter, vol. 18(4), pages 349-366, April.
- Di Noia, Antonio & Marcheselli, Marzia & Pisani, Caterina & Pratelli, Luca, 2023. "Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions," Statistics & Probability Letters, Elsevier, vol. 202(C).
- Soltani, A.R. & Shirvani, A. & Alqallaf, F., 2009. "A class of discrete distributions induced by stable laws," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1608-1614, July.
- Emilio Gomez-Deniz & Enrique Calderin-Ojeda, 2010. "A study of Bayesian local robustness with applications in actuarial statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1537-1546.
- Azaare Jacob & Zhao Wu, 2020. "An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market," JRFM, MDPI, vol. 13(7), pages 1-15, July.
- Farouk Mselmi, 2022. "Generalized linear model for subordinated Lévy processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 772-801, June.
- Yang Lu, 2018.
"Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(4), pages 1083-1102, December.
- Yang Lu, 2018. "Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting," Post-Print halshs-02418950, HAL.
- Klebanov, Lev B. & Slámová, Lenka, 2013. "Integer valued stable random variables," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1513-1519.
- Vladimir V. Vinogradov & Richard B. Paris, 2017. "On Poisson–Tweedie mixtures," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-23, December.
- Peter Kern & Svenja Lage, 2023. "On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives," Journal of Theoretical Probability, Springer, vol. 36(1), pages 348-371, March.
- Krutto Annika & Haugdahl Nøst Therese & Thoresen Magne, 2024. "A heavy-tailed model for analyzing miRNA-seq raw read counts," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 23(1), pages 1-30.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:15:p:1695-1703. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.