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Tweedie family densities: methods of evaluation

By Peter K. Dunn and Gordon K. Smyth


Abstract: Two numerical evaluation methods are considered for Tweedie family densities which are then used to assess the accuracy of the saddlepoint approximation. This has implications for the distribution of the residual deviance in generalized linear models. Other applications include residual analysis through quantile residuals

Topics: Tweedie densities, saddlepoint approximation, quantile residuals
Year: 2001
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