3 citations · 4 across the 7 of their papers we have counts for
4 papers · 1 filter
New exponential dispersion models for count data -- the ABM and LM classes
Shaul K. Bar-Lev, Ad Ridder
In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponenti…
On the small-time behavior of subordinators
Shaul K. Bar-Lev, Andreas Löpker, Wolfgang Stadje
We prove several results on the behavior near t=0 of for certain -valued stochastic processes . In particular, we show for Lévy subordinators th…
The limiting behavior of some infinitely divisible exponential dispersion models
Shaul Bar-Lev, Gerard Letac
Consider an exponential dispersion model (EDM) generated by a probability on which is infinitely divisible with an unbounded Lévy measure . The Jorgensen set…
Increasing hazard rate of mixtures for natural exponential families
Shaul K. Bar-Lev, Gerard Letac
Hazard rates play an important role in various areas, e.g., reliability theory, survival analysis, biostatistics, queueing theory and actuarial studies. Mixtures of distributions a…