The Theory Of Dispersion Models
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The Theory of Dispersion Models
Author | : Bent Jorgensen |
Publisher | : CRC Press |
Total Pages | : 264 |
Release | : 1997-06-01 |
Genre | : Mathematics |
ISBN | : 9780412997112 |
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The theory of dispersion models straddles both statistics and probability, and involves an encyclopedic collection of tools, such as exponential families, asymptotic theory, stochastic processes, Tauber theory, infinite divisibility, and stable distributions. The Theory of Dispersion Models introduces the reader to these models, which serve as error distributions for generalized linear models, and looks at their applications within this context.
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