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A new bivariate Poisson common shock model covering all possible degrees of dependence.
- Source :
-
Statistics & Probability Letters . Sep2018, Vol. 140, p202-209. 8p. - Publication Year :
- 2018
-
Abstract
- A variant of the bivariate Poisson common shock model is proposed which, contrary to the original, spans all possible degrees of dependence. Its basic distributional properties are described, moment-based estimation is studied, and its use is illustrated on real data. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 140
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 130044325
- Full Text :
- https://doi.org/10.1016/j.spl.2018.04.013