Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models

@article{Zhang2013LikelihoodbasedAB,
  title={Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models},
  author={Yanwei Zhang},
  journal={Statistics and Computing},
  year={2013},
  volume={23},
  pages={743-757}
}
The Tweedie compound Poisson distribution is a subclass of the exponential dispersion family with a power variance function, in which the value of the power index lies in the interval (1,2). It is well known that the Tweedie compound Poisson density function is not analytically tractable, and numerical procedures that allow the density to be accurately and fast evaluated did not appear until fairly recently. Unsurprisingly, there has been little statistical literature devoted to full maximum… CONTINUE READING

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