A multivariate Poisson model based on a triangular comonotonic shock construction

DOI10.1002/CJS.70010MaRDI QIDQ6917952zbMATH OpenFDO

Authors Orla Murphy, Juliana Schulz

Publication date 10 October 2025

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1002/CJS.70010

zbMATH Keywords

comonotonicitycomposite likelihoodcorrelation structuremaximum likelihood estimationmethod of momentsmulti-dimensional countsmultivariate Poisson model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cited in

(1)

• On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events

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