The Theory of Dispersion Models (Monographs on Statistics and Applied Probability, 76)

Jorgensen, Bent

Chapman & Hall（1997/08発売）

• 製本 Hardcover:ハードカバー版／ページ数 237 p.
• 言語 ENG
• 商品コード 9780412997112
• DDC分類 519.5

Full Description

The theory of dispersion models straddles both statistics and probability, and involves an encyclopedic collection of tools, such as exponential families, asymptotic theory, stochastic processes, Tauber theory, infinite divisibility, and stable distributions. The Theory of Dispersion Models introduces the reader to these models, which serve as error distributions for generalized linear models, and looks at their applications within this context.

Contents

Introduction to dispersion models; natural exponential families; exponential dispersion models; tweedie models; proper dispersion models.