The following pages link to (Q3134468):
Displaying 50 items.
- Multivariate Poisson interpoint distances (Q273791) (← links)
- Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
- Testing for the bivariate Poisson distribution (Q464397) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Robust inference for sparse cluster-correlated count data (Q608339) (← links)
- On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
- A class of bivariate negative binomial distributions with different index parameters in the marginals (Q613230) (← links)
- Multivariate Cramér-Rao inequality for prediction and efficient predictors (Q631548) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Second-order generalized estimating equations for correlated count data (Q736660) (← links)
- Bivariate Conway-Maxwell-Poisson distribution: formulation, properties, and inference (Q739592) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- A unified approach to bivariate discrete distributions (Q745426) (← links)
- A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
- Discrete distributions in the extended FGM family: the p.g.f. Approach (Q840751) (← links)
- The effect of rounding on payment efficiency (Q961288) (← links)
- A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- Representation of multivariate discrete distributions by probability generating functions (Q1273023) (← links)
- Compound bivariate Lagrangian Poisson distributions (Q1276455) (← links)
- On the distribution of a sum of correlated aggregate claims (Q1276463) (← links)
- ``Drawings since hit tables in lotteries'' and a new multivariate geometric distribution (Q1305219) (← links)
- The entropy of the multivariate Poisson: An approximation (Q1358829) (← links)
- A generalized binomial distribution determined by a two-state Markov chain and a distribution by the Bayesian approach (Q1370192) (← links)
- Bayesian evidence test for precise hypotheses (Q1410278) (← links)
- A discrete-time risk model with interaction between classes of business. (Q1413342) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Nonparametric Bayesian learning of heterogeneous dynamic transcription factor networks (Q1621019) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Type I multivariate zero-inflated Poisson distribution with applications (Q1623794) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- Joint modelling of two count variables when one of them can be degenerate (Q1729332) (← links)
- A new bivariate binomial distribution. (Q1871332) (← links)
- Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test. (Q1871341) (← links)
- On discrete multivariate distributions symmetric in frequencies (Q1875701) (← links)
- On a class of bivariate compounded Poisson distributions (Q1892119) (← links)
- Compound model for two dependent kinds of claim (Q1892982) (← links)
- Some remarks on the D compound Poisson distribution (Q1907866) (← links)
- Construction of bivariate distributions by a generalised trivariate reduction technique (Q1907919) (← links)
- Asymptotic normality of a class of bivariate-multivariate discrete power series distributions (Q1916193) (← links)
- A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
- Generalized bivariate count data regression models (Q1978727) (← links)
- A bivariate count model with discrete Weibull margins (Q1997324) (← links)
- On a general class of discrete bivariate distributions (Q2023795) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Bivariate distributions on \(Z^2\) (Q2089380) (← links)
- Bivariate discrete Poisson-Lindley distributions (Q2136067) (← links)
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
- Bivariate exponentiated discrete Weibull distribution: statistical properties, estimation, simulation and applications (Q2184378) (← links)
- A max-min model of random variables in bivariate random sequences (Q2223876) (← links)
