Instability and change detection in exponential families and generalized linear models, with a study of Atlantic tropical storms

Exponential family statistical distributions, including the well-known normal, binomial, Poisson, and exponential distributions, are overwhelmingly used in data analysis. In the presence of covariates, an exponential family distributional assumption for the response random variables results in a ge...

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Bibliographic Details
Main Authors: Y. Lu, S. Chatterjee
Format: Article
Language:English
Published: Copernicus Publications 2014-11-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/21/1133/2014/npg-21-1133-2014.pdf