77 citations · 81 across the 6 of their papers we have counts for
6 papers
Extended Poisson-Tweedie: properties and regression models for count data
Wagner H. Bonat, Bent Jørgensen, Célestin C. Kokonendji +2
We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form , where is the…
Multivariate Covariance Generalized Linear Models
Wagner Hugo Bonat, Bent Jørgensen
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response…
Discrete Dispersion Models and Their Tweedie Asymptotics
Bent Jørgensen, Célestin C. Kokonendji
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models whi…
Self-Similarity and Lamperti Convergence for Families of Stochastic Processes
Bent Jørgensen, J. Raúl Martínez, Clarice G. B. Demétrio
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar i…
Efficient and Robust Estimation for a Class of Generalized Linear Longitudinal Mixed Models
René Holst, Bent Jørgensen
We propose a versatile and computationally efficient estimating equation method for a class of hierarchical multiplicative generalized linear mixed models with additive dispersion…
Dispersion Models for Extremes
Bent Jørgensen, Yuri Goegebeur, José Raúl Martínez
We propose extreme value analogues of natural exponential families and exponential dispersion models, and introduce the slope function as an analogue of the variance function. The…