A note on the properties of the reproductive dispersion model

作者：Xia Tian; Wang Yuebao^*

来源：Statistics & Probability Letters, 2010, 80(17-18): 1397-1404.

DOI：10.1016/j.spl.2010.05.004

• Differentiation of integrals with respect to a parameter
• Generalized linear model
• Reproductive dispersion model

In this paper, we investigate the conditions under which derivatives of integrals with respect to a one-dimensional parameter of the reproductive dispersion model (RDM) can be computed under the integral sign. Furthermore, our main results are applied to the generalized linear model (GLM) with error distributions from the RDM and to the Cramer-Rao inequality.

• 出版日期2010-9-1
• 单位苏州大学