Some contributions on the multivariate Poisson-Skellam probability distribution

DOI10.1080/03610926.2014.983806MaRDI QIDQ2980039zbMATH OpenOpenAlexFDO

Authors Blache Paul Akpoue, Jean-François Angers

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.983806

zbMATH Keywords

correlationdata augmentationdiscrete dataMetropolis-HastingsMonte Carlo Markov chainmultivariate Poisson distributionmultivariate Skellam distributionnumerical example

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• An EM algorithm for multivariate Poisson distribution and related models
• Bayesian analysis of the multivariate poisson distribution
• Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling
• BAYESIAN MULTIVARIATE POISSON REGRESSION
• scientific article; zbMATH DE number 1983938 (Why is no real title available?)
• scientific article; zbMATH DE number 1762136 (Why is no real title available?)
• Modelling soccer matches using bivariate discrete distributions with general dependence structure
• Monte Carlo sampling methods using Markov chains and their applications
• On recurrence relations for the probability function of multivariate generalized poisson distribution
• On the convergence properties of the EM algorithm
• Optimal scaling for various Metropolis-Hastings algorithms.
• Strategies for Efficient Computation of Multivariate Poisson Probabilities
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations
• The multivariate Poisson-log normal distribution
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(5)

• Bivariate distributions on Z^2
• On the bivariate Skellam distribution
• Bivariate extensions of Skellam's distribution
• Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference
• Dynamic Discrete Mixtures for High-Frequency Prices

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