Search Results - subject:"Poisson Distribution"

Demand and Supply of Currencies of Small Denominations: A Theoretical Framework

Bhattacharya, Kaushik - Volkswirtschaftliche Fakultät, … - 2009

The paper presents theoretical framework of demand and supply of currencies of small denominations. In our framework both demand and supply equations emerge out of an optimization framework. Demand functions for small denominations are obtained from a linear expenditure system. Our main...

Persistent link: https://www.econbiz.de/10008753098

Type I multivariate zero-inflated Poisson distribution with applications

Liu, Yin; Tian, Guo-Liang - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 200-222

Motivated from the stochastic representation of the univariate zero-inflated Poisson (ZIP) random variable, the authors propose a multivariate ZIP distribution, called as Type I multivariate ZIP distribution, to model correlated multivariate count data with extra zeros. The distributional theory...

Persistent link: https://www.econbiz.de/10011117694

Supermodular ordering of Poisson arrays

Kızıldemir, Bünyamin; Privault, Nicolas - In: Statistics & Probability Letters 98 (2015) C, pp. 136-143

We derive necessary and sufficient conditions for the supermodular ordering of certain triangular arrays of Poisson random variables, based on the componentwise ordering of their covariance matrices. Applications are proposed for markets driven by jump–diffusion processes, using sums of...

Persistent link: https://www.econbiz.de/10011189364

Evidence in support of seismic hazard following Poisson distribution

Wang, J.P.; Chang, Su-Chin - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 207-216

Unlike earthquake frequency that was proved following the Poisson distribution, seismic hazard (the annual rate of … hazard, and then compared it to the Poisson distribution to see if it is really close to the model prediction as assumed. On … for the first time that seismic hazard should follow the Poisson distribution, although the relationship has been commonly …

Persistent link: https://www.econbiz.de/10011194030

An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods

Balakrishnan, N.; Pal, Suvra - In: Computational Statistics 30 (2015) 1, pp. 151-189

<Para ID="Par1">In this paper, we consider the Conway–Maxwell Poisson (COM-Poisson) cure rate model based on a competing risks scenario. This model includes, as special cases, some of the well-known cure rate models discussed in the literature. By assuming the time-to-event to follow the generalized gamma...</para>

Persistent link: https://www.econbiz.de/10011241291

Compound Poisson approximation to weighted sums of symmetric discrete variables

Elijio, A.; Čekanavičius, V. - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 195-210

>N</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> is approximated by compound Poisson distribution. Here …

Persistent link: https://www.econbiz.de/10011152091

On some compound distributions with Borel summands

Finner, H.; Kern, P.; Scheer, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 234-244

Persistent link: https://www.econbiz.de/10011312062

Modeling international trade data with the Tweedie distribution for anti-fraud and policy support

Barabesi, Lucio; Cerasa, Andrea; Perrotta, Domenico; … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1031-1043

Persistent link: https://www.econbiz.de/10011412508

A note on Poisson contests

Kahana, Nava; Klunover, Doron - In: Public choice 165 (2015) 1/2, pp. 97-102

Persistent link: https://www.econbiz.de/10011472736

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity

Jung, Robert; Liesenfeld, Roman; Richard, Jean-François - 2008

We propose a dynamic factor model for the analysis of multivariate time series count data. Our model allows for idiosyncratic as well as common serially correlated latent factors in order to account for potentially complex dynamic interdependence between series of counts. The model is estimated...

Persistent link: https://www.econbiz.de/10010296304