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theory and risk management …
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We study a multivariate extension of the univariate exponential dispersion Tweedie family of distributions. The class, referred to as the multi-variate Tweedie family (MTwF), on the one hand includes multivariate Poisson, gamma, inverse Gaussian, stable and compound Poisson distributions and on...
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The testing of the goodness of fit of a data to a Poisson distribution through the Poissonness plot is an interesting way to obtain a visual standpoint of the issue. Based on a real data from the said distribution, the paper discusses how the plot can be used to detect the lack of fit of the...
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rather than another. In this paper, we develop a theory for ranking distribution functions. Our theory offers a general … asymptotic distribution theory for empirical dominance criteria where it is demonstrated that the associated empirical processes …
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