Search Results - subject:"bivariate Negative Binomial"

Modelling and diagnostic tests for Poisson and negative-binomial count time series

Aleksandrov, Boris; Weiß, Christian H.; Nik, Simon; … - In: Metrika 87 (2023) 7, pp. 843-887

When modelling unbounded counts, their marginals are often assumed to follow either Poisson (Poi) or negative binomial (NB) distributions. To test such null hypotheses, we propose goodness-of-fit (GoF) tests based on statistics relying on certain moment properties. By contrast to most approaches...

Persistent link: https://www.econbiz.de/10015198562

Modelling and diagnostic tests for Poisson and negative-binomial count time series

Aleksandrov, Boris; Weiß, Christian H.; Nik, Simon; … - In: Metrika 87 (2023) 7, pp. 843-887

Persistent link: https://www.econbiz.de/10015400903

Recursive Evaluation of Some Bivariate Compound Distributions

Vernic, Raluca - Universitatea Ovidius <Constanta> - 1999

distributions; bivariate distributions: distribution, bivariate Negative Binomial, bivariate Poisson. Trinomial I. INTRODUCTION … distribution, bivariate Negative Binomial and bivariate Poisson. 2. RECURSION FOR THE BIVARIATE COMPOUND DISTRIBUTION In this … Particular case 2. The bivariate Negative Binomial distribution parameters (A, 01,02), A > 0, 01,02 E (0, 1) has the p.f. F …

Persistent link: https://www.econbiz.de/10005847162