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We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…

Probability · Mathematics 2025-06-18 Palaniappan Vellaisamy , Tomoyuki Ichiba

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…

Statistics Theory · Mathematics 2014-09-29 Bent Jørgensen , Célestin C. Kokonendji

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…

Methodology · Statistics 2016-12-28 David I. Inouye , Eunho Yang , Genevera I. Allen , Pradeep Ravikumar

A general random effects model is proposed that allows for continuous as well as discrete distributions of the responses. Responses can be unrestricted continuous, bounded continuous, binary, ordered categorical or given in the form of…

Methodology · Statistics 2024-04-30 Gerhard Tutz

This paper presents a new derivation of the Generalized Poisson distribution. This distribution provides a good fit to the evolved, counts-in-cells distribution measured in numerical simulations of hierarchical clustering from Poisson…

Astrophysics · Physics 2009-10-30 Ravi K. Sheth

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

Many of the data, particularly in medicine and disease mapping are count. Indeed, the under or overdispersion problem in count data distrusts the performance of the classical Poisson model. For taking into account this problem, in this…

Methodology · Statistics 2021-05-19 Mahsa Nadifar , Hossein Baghishani , Thomas Kneib , Afshin Fallah

Event counts are response variables with non-negative integer values representing the number of times that an event occurs within a fixed domain such as a time interval, a geographical area or a cell of a contingency table. Analysis of…

Although models for count data with over-dispersion have been widely considered in the literature, models for under-dispersion -- the opposite phenomenon -- have received less attention as it is only relatively common in particular research…

Count data are ubiquitous in ecology and the Poisson generalized linear model (GLM) is commonly used to model the association between counts and explanatory variables of interest. When fitting this model to the data, one typically proceeds…

Methodology · Statistics 2020-07-14 Harlan Campbell

This paper presents a new method to estimate systematic errors in the maximum-likelihood regression of count data. The method is applicable in particular to X-ray spectra in situations where the Poisson log-likelihood, or the Cash…

Instrumentation and Methods for Astrophysics · Physics 2023-05-03 M. Bonamente

Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…

Applications · Statistics 2020-07-31 Gilma Hernández-Herrera , Albert Navarro , David Moriña

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

Statistics Theory · Mathematics 2009-01-13 Jan Beirlant , Elisabeth Joossens , Johan Segers

We propose a flexible model for count time series which has potential uses for both underdispersed and overdispersed data. The model is based on the Conway-Maxwell-Poisson (COM-Poisson) distribution with parameters varying along time to…

Computation · Statistics 2019-01-23 Ricardo S Ehlers

The current high-dimensional linear factor models fail to account for the different types of variables, while high-dimensional nonlinear factor models often overlook the overdispersion present in mixed-type data. However, overdispersion is…

Methodology · Statistics 2024-08-22 Jinyu Nie , Zhilong Qin , Wei Liu

Modeling spatial overdispersion requires point processes models with finite dimensional distributions that are overdisperse relative to the Poisson. Fitting such models usually heavily relies on the properties of stationarity, ergodicity,…

Probability · Mathematics 2018-01-12 Mimoza Zografi , Evdokia Xekalaki

This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…

Methodology · Statistics 2025-08-01 Jeonghwa Lee , Chloe Breece

We present a new modelling approach for longitudinal count data that is motivated by the increasing availability of longitudinal RNA-sequencing experiments. The distribution of RNA-seq counts typically exhibits overdispersion,…

Methodology · Statistics 2020-08-27 Mirko Signorelli , Pietro Spitali , Roula Tsonaka

The problem of overdispersion in multivariate count data is a challenging issue. Nowadays, it covers a central role mainly due to the relevance of modern technologies data, such as Next Generation Sequencing and textual data from the web or…

Methodology · Statistics 2025-02-24 Noemi Corsini , Cinzia Viroli

Real count data time series often show the phenomenon of the underdispersion and overdispersion. In this paper, we develop two extensions of the first-order integer-valued autoregressive process with Poisson innovations, based on binomial…

Methodology · Statistics 2020-07-27 Marcelo Bourguignon , Josemar Rodrigues , Manoel Santos-Neto