Some contributions on the multivariate Poisson–Skellam probability distribution

Blache Paul Akpoue and Jean-François Angers

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 1, 49-68

Abstract: In this article, we introduce a new form of distribution whose components have the Poisson or Skellam marginal distributions. This new specification allows the incorporation of relevant information on the nature of the correlations between every component. In addition, we present some properties of this distribution. Unlike the multivariate Poisson distribution, it can handle variables with positive and negative correlations. It should be noted that we are only interested in modeling covariances of order 2, which means between all pairs of variables. Some simulations are presented to illustrate the estimation methods. Finally, an application of soccer teams data will highlight the relationship between number of points per season and the goal differential by some covariates.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.983806 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:1:p:49-68

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.983806

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().