Splitting models for multivariate count data
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Publication:2657191
Abstract: Considering discrete models, the univariate framework has been studied in depth compared to the multivariate one. This paper first proposes two criteria to define a sensu stricto multivariate discrete distribution. It then introduces the class of splitting distributions that encompasses all usual multivariate discrete distributions (multinomial, negative multinomial, multivariate hypergeometric, multivariate neg- ative hypergeometric, etc . . . ) and contains several new. Many advantages derive from the compound aspect of split- ting distributions. It simplifies the study of their characteris- tics, inferences, interpretations and extensions to regression models. Moreover, splitting models can be estimated only by combining existing methods, as illustrated on three datasets with reproducible studies.
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Cited in
(6)- Pólya-splitting distributions as stationary solutions of multivariate birth-death processes under extended neutral theory
- On quasi Pólya thinning operator
- Multivariate count time series segmentation with ``sums and shares and Poisson lognormal mixture models: a comparative study using pedestrian flows within a multimodal transport hub
- Tree Pólya splitting distributions for multivariate count data
- Closed-form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
- Classification of multivariate count data with multivariate log-linear conditional Poisson distribution
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