Pages that link to "Item:Q3860670"
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The following pages link to ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES (Q3860670):
Displayed 13 items.
- Copula modeling for discrete random vectors (Q830311) (← links)
- Discrete distributions in the extended FGM family: the p.g.f. Approach (Q840751) (← links)
- Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials'' (Q900457) (← links)
- The diagonal multivariate natural exponential families and their classification (Q1337957) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS (Q2802783) (← links)
- Backward simulation of multivariate mixed Poisson processes (Q3390358) (← links)
- A class of two-type point processes (Q3908255) (← links)
- BIVARIATE DISTRIBUTION WITH TRUNCATED POISSON MARGINAL DISTRIBUTIONS (Q4540741) (← links)
- A backward construction and simulation of correlated Poisson processes (Q5106874) (← links)
- Modeling and Generating Dependent Risk Processes for IRM and DFA (Q5490569) (← links)
- Limit theorems for multivariate discrete distributions. (Q5953723) (← links)
- A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)