A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC

Katiane S. Conceição, Adriano K. Suzuki and Marinho G. Andrade ()
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Katiane S. Conceição: Universidade de São Paulo
Adriano K. Suzuki: Universidade de São Paulo
Marinho G. Andrade: Universidade de São Paulo

Statistical Methods & Applications, 2021, vol. 30, issue 2, No 14, 747-765

Abstract: Abstract In this paper is presented the zero-modified poisson difference and present possible applications of them in the analysis of paired count data. The estimation and inferences of the model parameters were made considering a Bayesian approach using the algorithm of Hamiltonian Markov chain Monte Carlo methods to simulate samples of the joint posterior distribution of interest. Two applications were made for the analysis of paired count data.

Keywords: Skellam distribution; Zero-modified distribution; Hamiltonian MCMC; Paired count data (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10260-020-00541-7

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