dc.contributor.author
Novoa-Muñoz, Francisco
dc.contributor.author
Jiménez-Gamero, María Dolores
dc.identifier
https://ddd.uab.cat/record/158309
dc.identifier
urn:oai:ddd.uab.cat:158309
dc.identifier
urn:oai:raco.cat:article/310071
dc.identifier
urn:articleid:20138830v40n1p113
dc.description.abstract
Bivariate count data arise in several different disciplines and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit test for this distribution, which is based on an empirical counterpart of a system ofequations. The test is consistent against fixed alternatives. The null distribution of the test can be consistently approximated by a parametric bootstrap and by a weighted bootstrap. The goodness of these bootstrap estimators and the power for finite sample sizes are numerically studied. It is shown that the proposed test can be naturally extended to the multivariate Poisson distribution.
dc.format
application/pdf
dc.relation
SORT : statistics and operations research transactions ; Vol. 40 Núm. 1 (January-June 2016), p. 113-138
dc.rights
Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
dc.rights
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.subject
Bivariate poisson distribution
dc.subject
Goodness-of-fit
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Empirical probability generating function
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Parametric bootstrap
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Weighted bootstrap
dc.subject
Multivariate poisson distribution
dc.title
A goodness-of-fit test for the multivariate Poisson distribution
