Financial data modeling by Poisson

In many financial applications, Poisson mixture regression models are commonly used to analyze heterogeneous count data. When fitting these models, the observed counts are supposed to come from two or more subpopulations and parameter estimation is typically performed by means of maximum likelihood...

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Bibliographic Details
Main Author: Faria, Susana (author)
Other Authors: Gonçalves, Fátima Isabel Rodrigues (author)
Format: article
Language:eng
Published: 2013
Subjects:
Poisson mixture regression models
EMalgorithm
Count data
Overdispersion
Credit scoring
Science & Technology
Online Access:http://hdl.handle.net/1822/26887
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/26887

Internet

http://hdl.handle.net/1822/26887

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