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A note on the properties of the reproductive dispersion model

Tian Xia and Yuebao Wang

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1397-1404

Abstract: 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 Cramér-Rao inequality.

Keywords: Differentiation; of; integrals; with; respect; to; a; parameter; Generalized; linear; model; Reproductive; dispersion; model (search for similar items in EconPapers)
Date: 2010
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