Download or read book Estimation in Mixed Poisson Process Models written by Etsuo Miyaoka and published by . This book was released on 1987 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 2020-10-29 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Download or read book Estimation in Mixed Poisson Regression Models written by Remy Julius Van de Ven and published by . This book was released on 1996 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Generalized Poisson Models and Their Applications in Insurance and Finance written by Vladimir E. Bening and published by VSP. This book was released on 2002-01-01 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the "Modern Probability and Statistics series aims to fill the gap in existing literature on compound Cox processes, i.e. sums of independent identically distributed random variables up to a doubly stochastic Poisson process, which are very important, especially for insurance and financial applications where they provide good asymptotic approximations for basic characteristics such as the distributions of the surplus of an insurance company under risk and portfolio fluctuations or of increments of stock prices under non-constant intensity of trade. It presents the present state-of-the-art in the field of compound Cox processes and their applications in insurance and finance. Besides a review of well-known classical results on compound and mixed Poisson processes and risk theory, it contains many new, recently obtained results by the authors. Among these are: new convergence criteria, convergence rate estimates, asymptotic expansions for quantiles of stochastic processes and many others. From the applied problems considered in this book, four deserve to be mentioned especially: 1) modelling the distribution of increments of stock prices, closely connected with prediction of the behaviour of financial indexes; 2) the description of asymptotic behaviour of the so-called generalized risk processes, which take into account both risk and portfolio fluctuations; 3) statistical estimation of the probability of ruin for a generalized risk process; 4) construction of refined approximations to the ruin probability, based on its asymptotic expansions with small safety loading. This book will be of great value to specialists in applied probability and to those who use modelsand methods of probability theory to solve practical problems in the fields of insurance and finance.
Download or read book A New Mixed Poisson Distribution Modeling and Applications written by Mina Habibi and published by . This book was released on 2018 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this article, a new mixed Poisson distribution that includes the geometric and negative binomial distributions as special cases is proposed. This distribution is obtained by mixing the Poisson distribution with the binomial exponential 2 distribution. The new distribution is overdispersed (i.e., the variance is greater than the mean), and hence, this distribution is able to incorporate the overdispersion that typically occurs in count data sets. Shape and moments properties of the proposed distribution are discussed. Estimation of the model parameters is considered using the method of moments and maximum likelihood approach. We propose an algorithm for generating random data from the new distribution. Three real data applications are also presented to see that new distribution is useful for modeling count data.
Download or read book Introduction to the Statistics of Poisson Processes and Applications written by Yury A. Kutoyants and published by Springer Nature. This book was released on 2023-09-04 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.
Download or read book Handbook of the Poisson Distribution written by Frank A. Haight and published by . This book was released on 1967 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Analysis of Count Data written by Rainer Winkelmann and published by Springer Science & Business Media. This book was released on 2008-03-07 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed. Finally, applications are reviewed in various fields.
Download or read book Modeling Count Data written by Joseph M. Hilbe and published by Cambridge University Press. This book was released on 2014-07-21 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides guidelines and fully worked examples of how to select, construct, interpret and evaluate the full range of count models.
Download or read book Mixtures of Exponential Distributions to Describe the Distribution of Poisson Means in Estimating the Number of Unobserved Classes written by Kathryn Jo-Anne Barger and published by . This book was released on 2006 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Poisson Mixed Models for the Analysis of Counts with an Application to Dairy Cattle Breeding written by Robert John Tempelman and published by . This book was released on 1993 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Estimation for the Poisson Process written by Peter F. Thall and published by . This book was released on 1975 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of the Mean Value Function from a Sample of Nonhomogeneous Poisson Processes written by Carlos Ramon Vallarino and published by . This book was released on 1987 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Beyond Multiple Linear Regression written by Paul Roback and published by CRC Press. This book was released on 2021-01-14 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beyond Multiple Linear Regression: Applied Generalized Linear Models and Multilevel Models in R is designed for undergraduate students who have successfully completed a multiple linear regression course, helping them develop an expanded modeling toolkit that includes non-normal responses and correlated structure. Even though there is no mathematical prerequisite, the authors still introduce fairly sophisticated topics such as likelihood theory, zero-inflated Poisson, and parametric bootstrapping in an intuitive and applied manner. The case studies and exercises feature real data and real research questions; thus, most of the data in the textbook comes from collaborative research conducted by the authors and their students, or from student projects. Every chapter features a variety of conceptual exercises, guided exercises, and open-ended exercises using real data. After working through this material, students will develop an expanded toolkit and a greater appreciation for the wider world of data and statistical modeling. A solutions manual for all exercises is available to qualified instructors at the book’s website at www.routledge.com, and data sets and Rmd files for all case studies and exercises are available at the authors’ GitHub repo (https://github.com/proback/BeyondMLR)
Download or read book Asymptotic Analysis of Mixed Effects Models written by Jiming Jiang and published by CRC Press. This book was released on 2017-09-19 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-linear mixed effects models, and non-parametric mixed effects models are complex models, yet, these models are extensively used in practice. This monograph provides a comprehensive account of asymptotic analysis of mixed effects models. The monograph is suitable for researchers and graduate students who wish to learn about asymptotic tools and research problems in mixed effects models. It may also be used as a reference book for a graduate-level course on mixed effects models, or asymptotic analysis.
Download or read book The Statistical Analysis of Recurrent Events written by Richard J. Cook and published by Springer Science & Business Media. This book was released on 2007-08-02 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents models and statistical methods for the analysis of recurrent event data. The authors provide broad, detailed coverage of the major approaches to analysis, while emphasizing the modeling assumptions that they are based on. More general intensity-based models are also considered, as well as simpler models that focus on rate or mean functions. Parametric, nonparametric and semiparametric methodologies are all covered, with procedures for estimation, testing and model checking.
