Skip to main content
padlock icon - secure page this page is secure

Estimating the parameters of Poisson-exponential models

Buy Article:

$52.00 + tax (Refund Policy)

This paper proposes two methods of estimation for the parameters in a Poisson-exponential model. The proposed methods combine the method of moments with a regression method based on the empirical moment generating function. One of the methods is an adaptation of the mixed-moments procedure of Koutrouvelis & Canavos (1999). The asymptotic distribution of the estimator obtained with this method is derived. Finite-sample comparisons are made with the maximum likelihood estimator and the method of moments. The paper concludes with an exploratory-type analysis of real data based on the empirical moment generating function.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: compound Poisson model; empirical moment generating function; maximum likelihood estimator; method of moments; mixed-moments procedure; non-central chi-squared distribution

Document Type: Original Article

Affiliations: University of Patras

Publication date: June 1, 2002

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more