A multivariate Poisson model based on comonotonic shocks
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Publication:6066744
DOI10.1111/insr.12408OpenAlexW3095273573MaRDI QIDQ6066744
Christian Genest, Juliana Schulz, M'hamed Mesfioui
Publication date: 13 December 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/insr.12408
correlationdependence structurepositive quadrant dependencemultivariate count datamultivariate Poisson modelcomonotonic shock
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