EXPONENTIAL DISPERSION MODELS AND EXTENSIONS - A REVIEW

被引：35

作者：

JORGENSEN, B

机构：

来源：

INTERNATIONAL STATISTICAL REVIEW | 1992年 / 60卷 / 01期

关键词：

ANALYSIS OF DEVIANCE; DISPERSION MODELS; GENERALIZED LINEAR MODELS; PROPER DISPERSION MODELS; SMALL-DISPERSION ASYMPTOTICS; STOCHASTIC PROCESSES; VARIANCE FUNCTIONS;

D O I：

10.2307/1403498

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper reviews recent developments in the theory of exponential dispersion models and their various generalizations. Topics covered include dispersion models, exponential and proper dispersion models, stochastic processes, Tweedie's class of power variance functions, scale transformations, and small-dispersion asymptotics. Some data examples are considered.

引用

页码：5 / 20

页数：16

共 43 条

[1] REPRODUCIBILITY AND NATURAL EXPONENTIAL-FAMILIES WITH POWER VARIANCE FUNCTIONS [J].