Pages that link to "Item:Q3007853"

The following pages link to Multivariate Poisson-Beta Distributions with Applications (Q3007853):

Displaying 17 items.

• On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
• Recent developments on the construction of bivariate distributions with fixed marginals (Q345671) (← links)
• Poisson dependency networks: gradient boosted models for multivariate count data (Q747270) (← links)
• Modeling overdispersion with the normalized tempered stable distribution (Q901625) (← links)
• Factor models for multivariate count data. (Q1426353) (← links)
• Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins (Q1962696) (← links)
• A flexible multivariate model for high-dimensional correlated count data (Q2040916) (← links)
• Dependence on a collection of Poisson random variables (Q2125965) (← links)
• Finite mixtures of multivariate Poisson distributions with application (Q2370475) (← links)
• A multivariate discrete Poisson-Lindley distribution extensions and actuarial applications (Q2866029) (← links)
• (Q3415703) (← links)
• ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
• The multivariate Poisson-log normal distribution (Q4729179) (← links)
• A bivariate mixture of negative binomial distributions and its applications (Q5077488) (← links)
• A bivariate geometric distribution allowing for positive or negative correlation (Q5083460) (← links)
• A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
• A family of parsimonious mixtures of multivariate Poisson-lognormal distributions for clustering multivariate count data (Q6541610) (← links)