Applying the GLM variance assumption to overcome the scale-dependence of the negative binomial QGPML estimator
Year of publication: |
2014
|
---|---|
Authors: | Bosquet, Clément ; Boulhol, Hervé |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 7, p. 772-784
|
Subject: | Gamma PML | Negative binomial estimator | Pseudo-maximum likelihood methods | Poisson regression | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Regressionsanalyse | Regression analysis |
-
Tail Index Estimation : Quantile Driven Threshold Selection
Danielsson, Jon, (2016)
-
Wang, Hansheng, (2009)
-
Constrained regression for interval-valued data
González-Rivera, Gloria, (2013)
- More ...
-
Bosquet, Clément, (2014)
-
Gravity, log of gravity and the "distance puzzle"
Bosquet, Clément, (2009)
-
Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator
Bosquet, Clément, (2010)
- More ...