A multivariate Poisson model based on a triangular comonotonic shock construction (Q6917952)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8104392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A multivariate Poisson model based on a triangular comonotonic shock construction |
scientific article; zbMATH DE number 8104392 |
Statements
A multivariate Poisson model based on a triangular comonotonic shock construction (English)
0 references
10 October 2025
0 references
comonotonicity
0 references
composite likelihood
0 references
correlation structure
0 references
maximum likelihood estimation
0 references
method of moments
0 references
multi-dimensional counts
0 references
multivariate Poisson model
0 references
0 references
0 references
