Construct · 1 fields · 1 citations

exponential dispersion model: a standalone construct

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Statistics

a family of distributions that extends exponential families with a dispersion parameter, unifying normal, Poisson, gamma and Tweedie models.

In statistics, exponential dispersion model refers to a family of distributions that extends exponential families with a dispersion parameter, unifying normal, Poisson, gamma and Tweedie models. This meaning comes from Jørgensen (1987) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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Nearby constructs

dispersion4 fields · 6 citationsjingle · one word, four constructs family3 fields · 3 citationsjingle · one word, three constructs gamma3 fields · 5 citationsjingle · one word, three constructs

References

Jørgensen, B. (1987). Exponential Dispersion Models. Journal of the Royal Statistical Society Series B: Statistical Methodology, 49(2), 127-145. https://doi.org/10.1111/j.2517-6161.1987.tb01685.x

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