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A second look at inference for bivariate Skellam distributions.

Authors :
Aissaoui, Sidi Allal
Genest, Christian
Mesfioui, Mhamed
Source :
Stat. 2017, Vol. 6 Issue 1, p79-87. 9p.
Publication Year :
2017

Abstract

Two bivariate extensions of the Skellam distribution were introduced in 2014 by a subset of the present authors, who also proposed moment estimators for the dependence parameters in these models. The limiting distribution of these estimators is established here, and their asymptotic efficiency is compared with that of the corresponding maximum likelihood estimators. © 2017 The Authors. Stat Published by John Wiley & Sons Ltd. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
20491573
Volume :
6
Issue :
1
Database :
Academic Search Index
Journal :
Stat
Publication Type :
Academic Journal
Accession number :
126656796
Full Text :
https://doi.org/10.1002/sta4.136