Search Results - subject:"Bivariate Poisson"

Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index

Wang, Huiqiao; Weiß, Christian H.; Zhang, Mingming - In: AStA Advances in Statistical Analysis 109 (2024) 2, pp. 241-279

A common choice for the marginal distribution of a bivariate count time series is the bivariate Poisson distribution … a marginal bivariate Poisson distribution is not suitable. To test the discrepancy between the actual count data and the … bivariate Poisson distribution, we propose a new goodness-of-fit test based on a bivariate dispersion index. The asymptotic …

Persistent link: https://www.econbiz.de/10015436487

On skill and chance in sport

Scarf, Phil; Khare, Akshay; Alotaibi, Naif - In: IMA journal of management mathematics 33 (2022) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10012654787

Forecasting football match results in national league competitions using score-driven time series models

Koopman, Siem Jan; Lit, Rutger - In: International journal of forecasting 35 (2019) 2, pp. 797-809

Persistent link: https://www.econbiz.de/10012300729

Estimation of final standings in football competitions with premature ending : the case of COVID-19

Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger - 2020

We study an alternative approach to determine the final league table in football competitions with a premature ending. For several countries, a premature ending of the 2019/2020 football season has occurred due to the COVID-19 pandemic. We propose a model-based method as a possible alternative...

Persistent link: https://www.econbiz.de/10012427707

Estimation of final standings in football competitions with premature ending: the case of COVID-19

Gorgi, Paolo; Koopman, Siem Jan; Lit, Rutger - 2020

Persistent link: https://www.econbiz.de/10012427170

A posteriori ratemaking using bivariate Poisson model

Bermúdez, Lluís; Karlis, Dimitris - In: Scandinavian actuarial journal (2017) 2, pp. 148-158

Persistent link: https://www.econbiz.de/10011772000

Forecasting football match results in national league competitions using score-driven time series models

Koopman, Siem Jan S.J.; Lit, Rutger - 2017

We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national league competitions. The proposed dynamic model is based on the score of the predictive observation mass function for a high-dimensional panel of weekly match results. Our main...

Persistent link: https://www.econbiz.de/10011688523

Does the US fear gauge impact on the investor fear gauge in the emerging markets?

Lee, Yen-Hsien - In: Journal of emerging market finance 14 (2015) 3, pp. 197-209

Persistent link: https://www.econbiz.de/10011429890

Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models

Koopman, Siem Jan S.J.; Lit, Rutger - 2017

Persistent link: https://www.econbiz.de/10011819455

Optimal expected utility of wealth for two dependent classes of insurance business

Gosio, Cristina; Lari, Ester C.; Ravera, Marina - In: Theoretical economics letters 3 (2013) 2, pp. 90-95

Persistent link: https://www.econbiz.de/10010239638