The Theory of Dispersion Models

By Ananda Sen. 1997

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Citations in the corpus

Time-uniform Chernoff bounds via nonnegative supermartingales (2018, background): “Indeed, the full force of Theorem 1 comes into effect only when ψ satisfies certain properties which hold for CGFs of zero-mean, non-constant random variables (Jorgensen, 1997, Theorem 2.3): Definition 2.”
Improved estimators for a general class of beta regression models (2008, background): “(18) By means of simple calculations it is possible to conclude that equations (16) and (18) agree with the expressions for the score vector and Fisher’s information matrix given in Ferrari and Cribari-Neto (2004).”
Regression analysis of variates observed on (0, 1): percentages, proportions and fractions (2003, background): “Aitchison (1986) calls the above transformation the additive logratio transformation, and shows that z ˆ ln(y=(1 i y)) will follow a normaldistribution, N(m, s2), if y follows an additive logistic normal distribution.”
Modeling Nonnegative Data with Clumping at Zero: A Survey (2002, methodology): “Lambert (1992) suggested using the EM algorithm for ML estimation of the parameters, treating zi as a missing value.”
Two Tweedie distributions that are near‐optimal for modelling monthly rainfall in Australia (2011, methodology): “These distributions are often called the Tweedie family of distributions (Jorgensen, 1987, 1997; Dunn and Smyth, 2005).”
Extended Poisson–Tweedie: Properties and regression models for count data (2016, methodology): “Thus, our approach resembles Wedderburn’s quasi-likelihood (Wedderburn, 1974) method and the generalized estimating equations of Liang and Zeger (1986) and Zeger et al.”