Statistical inference for distributions with one Poisson conditional
From MaRDI portal
Publication:5861175
DOI10.1080/02664763.2021.1928017OpenAlexW3161685776MaRDI QIDQ5861175
Barry C. Arnold, B. G. Manjunath
Publication date: 4 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.01296
likelihood ratio testindex of dispersionmarginal and conditional distributionsmaximum-likelihood estimatorspseudo-Poisson
Related Items (2)
Bayesian inference for pseudo-Poisson data ⋮ Editorial to the special issue: Recent statistical methods for data analysis, applied economics, business & finance
Cites Work
- On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary
- Bivariate Conway-Maxwell-Poisson distribution: formulation, properties, and inference
- On characterization of power series distributions by a marginal distribution and a regression function
- Fisher dispersion index for multivariate count distributions: a review and a new proposal
- Conditional specification of statistical models.
- A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
- Analysis of Repeated Measures Data
- Some Bivariate Probability Models Applicable to Traffic Accidents and Fatalities
- Families of Multivariate Distributions Involving “Triangular” Transformations
- Univariate Discrete Distributions
- A new bivariate Poisson distribution via conditional specification: properties and applications
This page was built for publication: Statistical inference for distributions with one Poisson conditional