Search Results - subject:"Multivariate Discrete Distributions"

An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - 2007

In this paper we develop a model for the conditional inflated multivariate density of integer count variables with domain Zn. Our modelling framework is based on a copula approach and can be used for a broad set of applications where the primary characteristics of the data are: (i) discrete...

Persistent link: https://www.econbiz.de/10010266935

An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics

Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2007

Persistent link: https://www.econbiz.de/10005146735

On discrete multivariate distributions symmetric in frequencies

Rodríguez, J.; Conde, A.; Sáez, A.; Olmo, M. - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 2, pp. 459-480

Persistent link: https://www.econbiz.de/10005613342