Zobrazeno 1 - 10
of 213
pro vyhledávání: '"J?rgensen, Bent"'
Externí odkaz:
http://opus.kobv.de/ubp/volltexte/2008/2094/
Autor:
Bonat, Wagner H., Jørgensen, Bent, Kokonendji, Célestin C., Hinde, John, Demétrio, Clarice G. B.
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 $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and Tweedie power p
Externí odkaz:
http://arxiv.org/abs/1608.06888
Autor:
Bonat, Wagner Hugo, Jørgensen, Bent
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial correlatio
Externí odkaz:
http://arxiv.org/abs/1504.01551
Autor:
Pham, Thi Anh Mai, Nguyen, Tung Xuan, My, Troung Nhat, Le, Lan Thi, Vu, Huyen Thi, Hoang, Ngoc Thi Bich, Tran, Dien M, Nguyen, Linh Viet, Pham, Phuc D, Nurjadi, Dennis, Goutard, Flavie, Velavan, Thirumalaisamy P, Dinh, Van Anh Thi, Hounmanou, Y M Gildas, Jörgensen, Bent, Song, Le Huu, Nguyen, Nhung T T, Loire, Etienne, Östholm, Åse, Nilsson, Lennart E
Publikováno v:
JAC-Antimicrobial Resistance; Jun2024, Vol. 6 Issue 3, p1-6, 6p
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The equidispersed Pois
Externí odkaz:
http://arxiv.org/abs/1409.7482
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 in the conventional sense. This includes a new class of fractional Houg
Externí odkaz:
http://arxiv.org/abs/1009.0101
Autor:
Holst, René, Jørgensen, Bent
We propose a versatile and computationally efficient estimating equation method for a class of hierarchical multiplicative generalized linear mixed models with additive dispersion components, based on explicit modelling of the covariance structure. T
Externí odkaz:
http://arxiv.org/abs/1008.2870
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 set of quadratic and power slope functions characterize well-known fam
Externí odkaz:
http://arxiv.org/abs/0712.4323