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Maximum likelihood estimation of a compound Poisson process

Citations

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Cited by:

  1. G. De Novellis & M. Doretti & G. E. Montanari & M. G. Ranalli & N. Salvati, 2024. "Performance evaluation of nursing homes using finite mixtures of logistic models and M-quantile regression for binary data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 753-781, July.
  2. Dimitri Karlis & Valentin Patilea, 2004. "Bootstrap Confidence Intervals in Mixtures of Discrete Distributions," Working Papers 2004-06, Center for Research in Economics and Statistics.
  3. Lim, Hwa Kyung & Li, Wai Keung & Yu, Philip L.H., 2014. "Zero-inflated Poisson regression mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 151-158.
  4. Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017. "Chasing volatility," Journal of Econometrics, Elsevier, vol. 198(1), pages 122-145.
  5. Michel Denuit & Claude Lefèvre & Moshe Shaked, 2000. "Stochastic Convexity of the Poisson Mixture Model," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 231-254, September.
  6. Yacine Koucha & Alfredo D. Egidio dos Reis, 2021. "Approximations to ultimate ruin probabilities with a Wienner process perturbation," Papers 2107.02537, arXiv.org.
  7. Seungchul Baek & Junyong Park, 2022. "A computationally efficient approach to estimating species richness and rarefaction curve," Computational Statistics, Springer, vol. 37(4), pages 1919-1941, September.
  8. Ronny Kuhnert & Dankmar Böhning, 2009. "CAMCR: Computer-Assisted Mixture model analysis for Capture–Recapture count data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(1), pages 61-71, March.
  9. Andersson, Thomas & Brännäs, Kurt, 1991. "Explaining Cross-Country Variation in Nationalization Frequencies," Working Paper Series 319, Research Institute of Industrial Economics.
  10. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
  11. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
  12. Kettunen, Juha, 1997. "Education and unemployment duration," Economics of Education Review, Elsevier, vol. 16(2), pages 163-170, April.
  13. Herwig Friedl & Göran Kauermann, 2000. "Standard Errors for EM Estimates in Generalized Linear Models with Random Effects," Biometrics, The International Biometric Society, vol. 56(3), pages 761-767, September.
  14. KENNETH C. LAND & PATRICIA L. McCALL & DANIEL S. NAGIN, 1996. "A Comparison of Poisson, Negative Binomial, and Semiparametric Mixed Poisson Regression Models," Sociological Methods & Research, , vol. 24(4), pages 387-442, May.
  15. Jiafeng Chen & Yihong Wu, 2026. "Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation," Papers 2605.02070, arXiv.org.
  16. Richard B. Davies & Robert Crouchley, 1986. "The Mover-Stayer Model," Sociological Methods & Research, , vol. 14(4), pages 356-380, May.
  17. Glenn Ellison & Ashley Swanson, 2012. "Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competitions," NBER Working Papers 18277, National Bureau of Economic Research, Inc.
  18. Dirk F. Moore & Choon Keun Park & Woollcott Smith, 2001. "Exploring Extra-Binomial Variation in Teratology Data Using Continuous Mixtures," Biometrics, The International Biometric Society, vol. 57(2), pages 490-494, June.
  19. Payandeh Najafabadi Amir T. & MohammadPour Saeed, 2018. "A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(2), pages 1-31, July.
  20. Piet Groeneboom & Geurt Jongbloed & Jon A. Wellner, 2008. "The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 385-399, September.
  21. Chee, Chew-Seng, 2017. "A mixture model-based nonparametric approach to estimating a count distribution," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 34-44.
  22. Xinyi Zhong & Chang Su & Zhou Fan, 2022. "Empirical Bayes PCA in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 853-878, July.
  23. M. Wedel & W. S. Desarbo & J. R. Bult & V. Ramaswamy, 1993. "A latent class poisson regression model for heterogeneous count data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(4), pages 397-411, October.
  24. Karlis, Dimitris & Patilea, Valentin, 2007. "Confidence intervals of the hazard rate function for discrete distributions using mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5388-5401, July.
  25. Dankmar Böhning & Ronny Kuhnert, 2006. "Equivalence of Truncated Count Mixture Distributions and Mixtures of Truncated Count Distributions," Biometrics, The International Biometric Society, vol. 62(4), pages 1207-1215, December.
  26. repec:rim:rimwps:22-06 is not listed on IDEAS
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