The theory of dispersion models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London [u.a.]
Chapman & Hall
1997
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Monographs on statistics and applied probability
76 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 237 S. graph. Darst. |
| ISBN: | 0412997118 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV012758881 | ||
| 003 | DE-604 | ||
| 005 | 20180912 | ||
| 007 | t | ||
| 008 | 990913s1997 xxkd||| |||| 00||| eng d | ||
| 020 | |a 0412997118 |9 0-412-99711-8 | ||
| 020 | |z 0412997188 |9 0-412-99718-8 | ||
| 035 | |a (OCoLC)37558238 | ||
| 035 | |a (DE-599)BVBBV012758881 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c XA-GB | ||
| 049 | |a DE-824 |a DE-384 |a DE-20 |a DE-19 |a DE-521 |a DE-83 |a DE-11 |a DE-188 | ||
| 050 | 0 | |a QA276.7.J6723 1997 | |
| 082 | 0 | |a 519.5 21 | |
| 082 | 0 | |a 519.534 |2 21 | |
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 084 | |a SK 840 |0 (DE-625)143261: |2 rvk | ||
| 100 | 1 | |a Jørgensen, Bent |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The theory of dispersion models |c Bent Jørgensen |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a London [u.a.] |b Chapman & Hall |c 1997 | |
| 300 | |a XII, 237 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Monographs on statistics and applied probability |v 76 | |
| 650 | 4 | |a Analyse de régression | |
| 650 | 7 | |a Analyse de régression |2 ram | |
| 650 | 7 | |a Dispersie |2 gtt | |
| 650 | 4 | |a Familles exponentielles (Statistique) | |
| 650 | 7 | |a Familles exponentielles (statistique) |2 ram | |
| 650 | 4 | |a Modèles linéaires (Statistique) | |
| 650 | 7 | |a Modèles linéaires (statistique) |2 ram | |
| 650 | 7 | |a Pesquisa e planejamento (estatistica) |2 larpcal | |
| 650 | 7 | |a Statistische modellen |2 gtt | |
| 650 | 4 | |a Exponential families (Statistics) | |
| 650 | 4 | |a Linear models (Statistics) | |
| 650 | 4 | |a Regression analysis | |
| 650 | 0 | 7 | |a Varianzanalyse |0 (DE-588)4187413-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Varianzanalyse |0 (DE-588)4187413-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a Monographs on statistics and applied probability |v 76 |w (DE-604)BV002494005 |9 76 | |
| 856 | 4 | 2 | |m GBV Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008675482&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-008675482 | ||
Datensatz im Suchindex
| _version_ | 1804127425592819712 |
|---|---|
| adam_text | THE THEORY OF DISPERSION MODELS BENT J0RGENSEN ASSOCIATE PROFESSOR,
UNIVERSITY OF BRITISH COLUMBIA, CANADA CHAPMAN & HALL LONDON * WEINHEIM
* NEW YORK * TOKYO * MELBOURNE * MADRAS CONTENTS PREFACE XJ INTRODUCTION
TO DISPERSION MODELS 1.1 PRELUDE 1.2 DEFINITIONS 1.2.1 DISPERSION MODELS
1.2.2 COMMENTS ON DEFINITIONS 1.3 ANALYSIS OF DEVIANCE FOR GENERALIZED
LINEAR MODELS 1.4 EXAMPLES 1.4.1 DISCRETE DATA 1.4.2 LOCATION-DISPERSION
MODELS 1.4.3 POSITIVE DATA 1.4.4 POSITIVE DATA WITH ZEROS 1.4.5
DIRECTIONS 1.4.6 PROPORTIONS 1.5 PROPERTIES OF DISPERSION MODELS 1.5.1
UNIT DEVIANCE 1.5.2 TRANSFORMATIONS 1.5.3 SADDLEPOINT APPROXIMATIONS
1.5.4 CONVERGENCE TO NORMALITY 1.6 OUTLINE OF THE REST OF THE BOOK 1.7
NOTES 1.8 EXERCISES NATURAL EXPONENTIAL FAMILIES 2.1 MOMENT AND CUMULANT
GENERATING FUNCTIONS 2.1.1 DEFINITION AND PROPERTIES 2.1.2 CONVEXITY
2.1.3 MOMENTS AND CUMULANTS 2.1.4 CHARACTERISTIC FUNCTIONS 1 1 3 3 8 12
13 14 17 18 20 20 22 24 24 25 26 29 30 31 32 37 37 37 38 40 41 CONTENTS
2.2 NATURAL EXPONENTIAL FAMILIES 2.2.1 DEFINITION 2.2.2 MOMENT
GENERATING FUNCTIONS 2.2.3 MOMENTS AND CUMULANTS 2.2.4 SUPPORT AND
STEEPNESS 2.3 VARIANCE FUNCTION AND DEVIANCE 2.3.1 UNIQUENESS THEOREM
FOR VARIANCE FUNCTIONS 2.3.2 EXAMPLES 2.4 CONVERGENCE RESULTS FOR
VARIANCE FUNCTIONS 2.4.1 CONVERGENCE OF VARIANCE FUNCTIONS 2.4.2
ASYMPTOTIC BEHAVIOUR OF VARIANCE FUNCTION 2.5 NOTES 2.6 EXERCISES
EXPONENTIAL DISPERSION MODELS 3.1 DEFINITION AND PROPERTIES 3.1.1
ADDITIVE AND REPRODUCTIVE FORMS 3.1.2 CONTINUOUS AND DISCRETE MODELS
3.1.3 UNIT DEVIANCE 3.1.4 CONVERGENCE RESULTS 3.2 CONVOLUTION AND
ADDITIVE PROCESSES 3.2.1 CONVOLUTION FORMULA 3.2.2 INFINITE DIVISIBILITY
3.2.3 ADDITIVE PROCESSES 3.3 EXAMPLES 3.3.1 NORMAL DISTRIBUTION 3.3.2
GAMMA DISTRIBUTION 3.3.3 POISSON DISTRIBUTION 3.3.4 BINOMIAL
DISTRIBUTION 3.3.5 NEGATIVE BINOMIAL DISTRIBUTION 3.4 QUADRATIC VARIANCE
FUNCTIONS 3.4.1 MORRIS CLASSIFICATION 3.4.2 GENERALIZED HYPERBOLIC
SECANT DISTRIBUTION 3.5 SADDLEPOINT APPROXIMATION 3.5.1 CONTINUOUS-CASE
3.5.2 DISCRETE CASE 3.6 RESIDUALS AND TAIL AREA APPROXIMATIONS 3.6.1
RESIDUALS 3.6.2 TAIL AREA APPROXIMATIONS 3.6.3 EXAMPLES 3.7 NOTES^ 3.8
EXERCISES CONTENTS I X 4 TWEEDIE MODELS 127 4.1 CHARACTERIZATION AND
PROPERTIES 127 4.1.1 SCALE TRANSFORMATIONS 127 4.1.2 CUMULANT GENERATING
FUNCTION 130 4.1.3 UNIT DEVIANCE 133 4.2 SPECIAL CASES 134 4.2.1 STABLE
DISTRIBUTIONS 135 4.2.2 STABLE TWEEDIE MODELS 135 4.2.3 INVERSE GAUSSIAN
DISTRIBUTION 137 4.2.4 COMPOUND POISSON MODELS 140 4.3 TWEEDIE ADDITIVE
PROCESS 144 4.3.1 GENERAL CASE 144 4.3.2 COMPOUND POISSON PROCESS 146
4.4 TWEEDIE CONVERGENCE RESULTS 146 4.4.1 REGULARITY OF VARIANCE
FUNCTIONS 146 4.4.2 TWEEDIE CONVERGENCE THEOREM 148 4.4.3 CONVERGENCE OF
TAUBER TYPE 151 4.4.4 EXAMPLES 155 4.5 EXPONENTIAL VARIANCE FUNCTIONS
160 4.5.1 TRANSLATION OF EXPONENTIAL DISPERSION MODELS 160 4.5.2
CONVOLUTION FORMULA 162 4.5.3 STABLE DISTRIBUTION WITH INDEX 1 163 4.5.4
CONVERGENCE RESULTS 164 4.6 TWEEDIE-POISSON MIXTURES 165 4.6.1 POISSON
MIXTURES 166 4.6.2 TWEEDIE CASE 167 4.7 NOTES 170 4.8 EXERCISES 171 5
PROPER DISPERSION MODELS 175 5.1 GENERAL DISPERSION MODELS 175 5.1.1
DEFINITIONS 175 5.1.2 PROPERTIES 177 5.1.3 BARNDORFF-NIELSEN S FORMULA
181 5.2 CONSTRUCTION OF PROPER DISPERSION MODELS 184 5.2.1 RENORMALIZED
SADDLEPOINT APPROXIMATIONS 184 5.2.2 TRANSFORMATIONAL DISPERSION MODELS
186 5.2.3 REPRODUCTIVE EXPONENTIAL FAMILIES 188 5.2.4
NON-TRANSFORMATIONAL DISPERSION MODELS 190 5.3 EXAMPLES 190 5.3.1
GENERALIZED INVERSE GAUSSIAN DISTRIBUTION 190 5.3.2 LEIPNIK S
DISTRIBUTION 195 CONTENTS 198 201 204 205 205 208 209 210 215 215
REFERENCES 219 SYMBOL INDEX 226 AUTHOR INDEX 229 SUBJECT INDEX 231 5.4
5.5 5.6 5.3.3 5.3.4 5.3.5 SIMPLEX DISTRIBUTIONS SIMPLEX-BINOMIAL
MIXTURES TWEEDIE CONTRACTIONS STUDENTIZATION 5.4.1 5.4.2 5.4.3 5.4.4
NOTES FROM NORMAL TO STUDENT FROM STUDENT TO NORMAL
EXPONENTIATION EXAMPLES EXERCISES
|
| any_adam_object | 1 |
| author | Jørgensen, Bent |
| author_facet | Jørgensen, Bent |
| author_role | aut |
| author_sort | Jørgensen, Bent |
| author_variant | b j bj |
| building | Verbundindex |
| bvnumber | BV012758881 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276.7.J6723 1997 |
| callnumber-search | QA276.7.J6723 1997 |
| callnumber-sort | QA 3276.7 J6723 41997 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 800 SK 830 SK 840 |
| ctrlnum | (OCoLC)37558238 (DE-599)BVBBV012758881 |
| dewey-full | 519.521 519.534 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 21 519.534 |
| dewey-search | 519.5 21 519.534 |
| dewey-sort | 3519.5 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02197nam a2200577 cb4500</leader><controlfield tag="001">BV012758881</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180912 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">990913s1997 xxkd||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0412997118</subfield><subfield code="9">0-412-99711-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0412997188</subfield><subfield code="9">0-412-99718-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)37558238</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV012758881</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxk</subfield><subfield code="c">XA-GB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-824</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276.7.J6723 1997</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5 21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.534</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 830</subfield><subfield code="0">(DE-625)143259:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 840</subfield><subfield code="0">(DE-625)143261:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jørgensen, Bent</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The theory of dispersion models</subfield><subfield code="c">Bent Jørgensen</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London [u.a.]</subfield><subfield code="b">Chapman & Hall</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 237 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Monographs on statistics and applied probability</subfield><subfield code="v">76</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse de régression</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analyse de régression</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Dispersie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Familles exponentielles (Statistique)</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Familles exponentielles (statistique)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Modèles linéaires (Statistique)</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Modèles linéaires (statistique)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Pesquisa e planejamento (estatistica)</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistische modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Exponential families (Statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Linear models (Statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Regression analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Varianzanalyse</subfield><subfield code="0">(DE-588)4187413-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Varianzanalyse</subfield><subfield code="0">(DE-588)4187413-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Monographs on statistics and applied probability</subfield><subfield code="v">76</subfield><subfield code="w">(DE-604)BV002494005</subfield><subfield code="9">76</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008675482&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008675482</subfield></datafield></record></collection> |
| id | DE-604.BV012758881 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:33:09Z |
| institution | BVB |
| isbn | 0412997118 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008675482 |
| oclc_num | 37558238 |
| open_access_boolean | |
| owner | DE-824 DE-384 DE-20 DE-19 DE-BY-UBM DE-521 DE-83 DE-11 DE-188 |
| owner_facet | DE-824 DE-384 DE-20 DE-19 DE-BY-UBM DE-521 DE-83 DE-11 DE-188 |
| physical | XII, 237 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Chapman & Hall |
| record_format | marc |
| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spelling | Jørgensen, Bent Verfasser aut The theory of dispersion models Bent Jørgensen 1. ed. London [u.a.] Chapman & Hall 1997 XII, 237 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 76 Analyse de régression Analyse de régression ram Dispersie gtt Familles exponentielles (Statistique) Familles exponentielles (statistique) ram Modèles linéaires (Statistique) Modèles linéaires (statistique) ram Pesquisa e planejamento (estatistica) larpcal Statistische modellen gtt Exponential families (Statistics) Linear models (Statistics) Regression analysis Varianzanalyse (DE-588)4187413-4 gnd rswk-swf Varianzanalyse (DE-588)4187413-4 s DE-604 Monographs on statistics and applied probability 76 (DE-604)BV002494005 76 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008675482&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jørgensen, Bent The theory of dispersion models Monographs on statistics and applied probability Analyse de régression Analyse de régression ram Dispersie gtt Familles exponentielles (Statistique) Familles exponentielles (statistique) ram Modèles linéaires (Statistique) Modèles linéaires (statistique) ram Pesquisa e planejamento (estatistica) larpcal Statistische modellen gtt Exponential families (Statistics) Linear models (Statistics) Regression analysis Varianzanalyse (DE-588)4187413-4 gnd |
| subject_GND | (DE-588)4187413-4 |
| title | The theory of dispersion models |
| title_auth | The theory of dispersion models |
| title_exact_search | The theory of dispersion models |
| title_full | The theory of dispersion models Bent Jørgensen |
| title_fullStr | The theory of dispersion models Bent Jørgensen |
| title_full_unstemmed | The theory of dispersion models Bent Jørgensen |
| title_short | The theory of dispersion models |
| title_sort | the theory of dispersion models |
| topic | Analyse de régression Analyse de régression ram Dispersie gtt Familles exponentielles (Statistique) Familles exponentielles (statistique) ram Modèles linéaires (Statistique) Modèles linéaires (statistique) ram Pesquisa e planejamento (estatistica) larpcal Statistische modellen gtt Exponential families (Statistics) Linear models (Statistics) Regression analysis Varianzanalyse (DE-588)4187413-4 gnd |
| topic_facet | Analyse de régression Dispersie Familles exponentielles (Statistique) Familles exponentielles (statistique) Modèles linéaires (Statistique) Modèles linéaires (statistique) Pesquisa e planejamento (estatistica) Statistische modellen Exponential families (Statistics) Linear models (Statistics) Regression analysis Varianzanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008675482&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002494005 |
| work_keys_str_mv | AT jørgensenbent thetheoryofdispersionmodels |