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Seminar: Vladimir Vinogradov

Statistics Seminar
September 26, 2000
All Day
209 W. Eighteenth Ave. (EA), Room 170

Title

On Exponential Dispersion Models Generated by Positive and Extereme Stable Laws

Speaker

Vladimir Vinogradov, Department of Mathematics, Ohio University

Abstract

We consider exponential dispersion models which are obtained by exponential tilting of extreme stable laws. These models belong to the class of Tweedie models since their unit variance function is of power type.

Some of our results deal with approximation of wide classes of exponential dispersion models by the above-described models. In particular, our results of the weak-convergence type generalize the classical theory of weak convergence to stable laws. The other group of results are pertinent to large deviations.