ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES

DOI10.1111/J.1467-842X.1979.TB01142.XMaRDI QIDQ3860670zbMATH OpenFDO

Authors

Publication date 1979

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1979.TB01142.X

zbMATH Keywords

bivariate Poisson distributionsbivariate Poisson processescorrelationtwo-dimensional distributions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited in

(16)

• The diagonal multivariate natural exponential families and their classification
• A new bivariate Poisson common shock model covering all possible degrees of dependence
• Exchangeable pairs of Bernoulli random variables, Krawtchouck polynomials, and Ehrenfest urns
• Backward simulation of multivariate mixed Poisson processes
• A class of two-type point processes
• BIVARIATE DISTRIBUTION WITH TRUNCATED POISSON MARGINAL DISTRIBUTIONS
• A backward construction and simulation of correlated Poisson processes
• Modeling and Generating Dependent Risk Processes for IRM and DFA
• Limit theorems for multivariate discrete distributions.
• A multivariate Poisson model based on comonotonic shocks
• Simulation of correlated Poisson variables
• Estimation of systemic shortfall risk measure using stochastic algorithms
• A multivariate Poisson model based on a triangular comonotonic shock construction
• Copula modeling for discrete random vectors
• Discrete distributions in the extended FGM family: the p.g.f. Approach
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials

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