References in zbMATH (referenced in 14 articles )

Showing results 1 to 14 of 14.
Sorted by year (citations)

  1. Abid, Rahma; Kokonendji, Célestin C.; Masmoudi, Afif: Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon (2020)
  2. Dias, Nelson L.; Ribeiro, Paulo J. jun.: Practical rules for summing the series of the Tweedie probability density function with high-precision arithmetic (2019)
  3. Masmoudi, Khalil; Masmoudi, Afif: A new class of continuous Bayesian networks (2019)
  4. Dunn, Peter K.; Smyth, Gordon K.: Generalized linear models with examples in R (2018)
  5. Bonat, Wagner Hugo; Kokonendji, Célestin C.: Flexible Tweedie regression models for continuous data (2017)
  6. Cuenin, Johann; Jørgensen, Bent; Kokonendji, Célestin C.: Simulations of full multivariate Tweedie with flexible dependence structure (2016)
  7. Quijano Xacur, Oscar Alberto; Garrido, José: Generalised linear models for aggregate claims: to Tweedie or not? (2015)
  8. Maïnassara, Yacouba Boubacar; Kokonendji, Célestin C.: On normal stable Tweedie models and power-generalized variance functions of only one component (2014)
  9. Yee, Thomas W.: Reduced-rank vector generalized linear models with two linear predictors (2014)
  10. Neykov, N. M.; Filzmoser, P.; Neytchev, P. N.: Robust joint modeling of mean and dispersion through trimming (2012)
  11. Jørgensen, Bent; Demétrio, Clarice G. B.; Kristensen, Erik; Banta, Gary T.; Petersen, Hans Christian; Delefosse, Matthieu: Bias-corrected Pearson estimating functions for Taylor’s power law applied to benthic macrofauna data (2011)
  12. Jørgensen, B.; Martínez, J. R.; Vinogradov, V.: Domains of attraction to Tweedie distributions (2009)
  13. Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel: Modern actuarial risk theory. Using R (2008)
  14. Ricci, Lila; Martínez, Raúl: Adjusted (R^2)-type measures for tweedie models (2008)