LDR | | | 00000cab a2200000 4500 |
001 | | | MAP20130005942 |
003 | | | MAP |
005 | | | 20130221101052.0 |
008 | | | 130219e20121105esp|||p |0|||b|spa d |
040 | | | $aMAP$bspa$dMAP |
084 | | | $a2 |
245 | 0 | 2 | $aA Multivariate discrete poisson-lindley distribution |
520 | | | $aThis paper proposes multivariate versions of the continuous Lindley mixture of Poisson distributions considered by Sankaran (1970). This new class of distributions can be used for modelling multivariate dependent count data when marginal overdispersion is present. After discussing some of its properties, a general multivariate model with Poisson-Lindley marginals and with a flexible covariance structure is proposed. Several specific models as well as one that allows correlations of any sign are considered, and then some estimation methods are discussed. Finally, some illustrative examples are given for fitting and demonstrating the usefulness of these bivariate distributions. |
773 | 0 | | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g05/11/2012 Volumen 42 Número 2 - noviembre 2012 |
856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |