Testing for the bivariate Poisson distribution

DOI10.1007/S00184-013-0464-6zbMATH Open1304.62043OpenAlexW2084391659MaRDI QIDQ464397FDOQ464397

Authors: Francisco Novoa-Muñoz, M. D. Jiménez-Gamero 

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0464-6

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zbMATH Keywords

local alternativesgoodness-of-fitbivariate Poisson distributionbootstrap distribution estimatorconsistency against fixed alternativesempirical probability generating function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Large sample theory for U-statistics and tests of fit
• On the empirical saddlepoint approximation
• Recent and classical goodness-of-fit tests for the Poisson distribution
• SMOOTH TESTS FOR THE BIVARIATE POISSON DISTRIBUTION
• Some Further Results for Bivariate Generalizations of the Neyman Type a Distribution
• Testing Statistical Hypotheses
• The Index of Dispersion Test for the Bivariate Poisson Distribution

Cited In (28)

• Testing poissonity of a large number of populations
• Testing independence between discrete random variables
• A new goodness-of-fit test for certain bivariate distributions applicable to traffic accidents
• Title not available (Why is that?)
• A test for the geometric distribution based on linear regression of order statistics
• Estimation in the bivariate poisson distribution and hypothesis testing concerning independence
• Recent and classical goodness-of-fit tests for the Poisson distribution
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• The Index of Dispersion Test for the Bivariate Poisson Distribution
• Change detection in INARCH time series of counts
• Minimum distance estimators for count data based on the probability generating function with applications
• Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test.
• A goodness-of-fit test for the multivariate Poisson distribution
• SMOOTH TESTS FOR THE BIVARIATE POISSON DISTRIBUTION
• Goodness-of-fit tests for the bivariate Poisson distribution
• Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
• Modelling and diagnostic tests for Poisson and negative-binomial count time series
• Mean distance test of Poisson distribution
• Title not available (Why is that?)
• Approximating the null distribution of a class of statistics for testing independence
• On goodness-of-fit tests for the Neyman type a distribution
• On goodness-of-fit tests for the Bell distribution
• New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
• Quantifying the ratio-plot for the geometric distribution
• Testing for the Poisson-Tweedie distribution
• A class of tests for the two-sample problem for count data
• On a Bivariate Katz's Distribution Constructed by the Trivariate Reduction Method
• An approximation to the null distribution of a class of Cramér-von Mises statistics

Uses Software

• bivpois

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