A multivariate Poisson model based on comonotonic shocks (Q6066744)
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scientific article; zbMATH DE number 7777545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate Poisson model based on comonotonic shocks |
scientific article; zbMATH DE number 7777545 |
Statements
A multivariate Poisson model based on comonotonic shocks (English)
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13 December 2023
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comonotonic shock
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correlation
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dependence structure
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multivariate count data
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multivariate Poisson model
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positive quadrant dependence
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