Article ID Journal Published Year Pages File Type
7548086 Statistics & Probability Letters 2018 14 Pages PDF
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.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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A new bivariate Poisson common shock model covering all possible degrees of dependence
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