A goodness-of-fit test for the multivariate Poisson distribution
Novoa-Muñoz, Francisco (Universidad del Bío-Bío (Xile). Departamento de Estadística)
Jiménez-Gamero, María Dolores (Universidad de Sevilla. Departamento de Estadística)

Date: 2016
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.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial 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. Creative Commons
Language: Anglès.
Document: article ; recerca ; publishedVersion
Subject: Bivariate poisson distribution ; Goodness-of-fit ; Empirical probability generating function ; Parametric bootstrap ; Weighted bootstrap ; Multivariate poisson distribution
Published in: SORT : statistics and operations research transactions, Vol. 40 Núm. 1 (January-June 2016) , p. 113-138 (Articles) , ISSN 1696-2281



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Articles > Published articles > SORT
Articles > Research articles

 Record created 2016-06-21, last modified 2018-09-08



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