ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES

DOI10.1111/j.1467-842X.1979.tb01142.xzbMath0425.62038MaRDI QIDQ3860670

No author found.

Publication date: 1979

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

correlationtwo-dimensional distributionsbivariate Poisson processesbivariate Poisson distributions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Copula modeling for discrete random vectors ⋮ The diagonal multivariate natural exponential families and their classification ⋮ Discrete distributions in the extended FGM family: the p.g.f. Approach ⋮ BIVARIATE DISTRIBUTION WITH TRUNCATED POISSON MARGINAL DISTRIBUTIONS ⋮ A new bivariate Poisson common shock model covering all possible degrees of dependence ⋮ A multivariate Poisson model based on comonotonic shocks ⋮ A backward construction and simulation of correlated Poisson processes ⋮ Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials ⋮ Limit theorems for multivariate discrete distributions. ⋮ EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS ⋮ Backward simulation of multivariate mixed Poisson processes ⋮ A class of two-type point processes ⋮ Modeling and Generating Dependent Risk Processes for IRM and DFA

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