Journal article
Rainfall data analysis of Queensland using the Tweedie generalized linear model
RIMS Kokyuroku, Vol.1621, pp.135-152
2009
Abstract
We investigate a logarithmic-link generalized linear model, whose underlying sam- pling density is in an exponential fainily distribution with power variance function. The multiple-strata case is studied with stratum-dependent intercepts and a common slope. We prove that there exists a conjugate prior density on the intercept parameter, and the conjugate analysis is discussed. An estimation procedure is given, which incIudes the optimal estimating function of the parameters other than the intercept, and an empirical Baysian estimation of the hyper-parameters of the prior density. As an example, rainfall data for Queensland, Australia, is analyzed.
Details
- Title
- Rainfall data analysis of Queensland using the Tweedie generalized linear model
- Authors
- Toshio Ohnishi (Author) - Institute of Statistical Mathematics, JapanPeter K Dunn (Author) - University of the Sunshine Coast - Faculty of Science, Health and Education
- Publication details
- RIMS Kokyuroku, Vol.1621, pp.135-152
- Publisher
- Kyoto University, Research Institute for Mathematical Sciences
- Date published
- 2009
- ISSN
- 1880-2818; 1880-2818
- Copyright note
- Copyright © 2009 The Authors.
- Organisation Unit
- University of the Sunshine Coast, Queensland; School of Health and Sport Sciences - Legacy; School of Science, Technology and Engineering
- Language
- English
- Record Identifier
- 99450665002621
- Output Type
- Journal article
- Research Statement
- false
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