SMOOTH TESTS FOR THE BIVARIATE POISSON DISTRIBUTION

DOI10.1111/J.1467-842X.1995.TB00656.XMaRDI QIDQ4862428zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Testing for the bivariate Poisson distribution
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Cited in

(8)

• Testing for the bivariate Poisson distribution
• Bivariate Poisson-XLindley distribution and its application in sport
• A goodness-of-fit test for the multivariate Poisson distribution
• Comparison between two bivariate Poisson distributions through the phi-divergence
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
• Goodness-of-fit tests for the bivariate Poisson distribution
• 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.

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