SMOOTH TESTS FOR THE BIVARIATE POISSON DISTRIBUTION

DOI10.1111/J.1467-842X.1995.TB00656.XzbMATH Open0847.62045OpenAlexW2013846765MaRDI QIDQ4862428FDOQ4862428

Authors: John C. W. Rayner, D. J. Best 

Publication date: 8 October 1996

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

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1995.tb00656.x

Recommendations

• Testing for the bivariate Poisson distribution
• Goodness-of-fit tests for the bivariate Poisson distribution
• A goodness-of-fit test for the multivariate Poisson distribution
• The Index of Dispersion Test for the Bivariate Poisson Distribution
• Goodness of fit for the Poisson distribution

zbMATH Keywords

bivariate Poisson distributionsmooth tests of goodness of fitscore statisticsvariance structureindex of dispersion testCrockett's testHermite alternative

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cited In (8)

• The Index of Dispersion Test for the Bivariate Poisson Distribution
• 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
• Goodness-of-fit tests for the bivariate Poisson distribution
• Testing for the bivariate Poisson distribution
• Bivariate Poisson-XLindley distribution and its application in sport
• Comparison between two bivariate Poisson distributions through the phi-divergence
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes

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