Testing for the bivariate Poisson distribution

DOI10.1007/S00184-013-0464-6MaRDI QIDQ464397zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• SMOOTH TESTS FOR THE BIVARIATE POISSON DISTRIBUTION
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• Testing Statistical Hypotheses
• The Index of Dispersion Test for the Bivariate Poisson Distribution

Cited in

(34)

• Testing poissonity of a large number of populations
• A new goodness-of-fit test for certain bivariate distributions applicable to traffic accidents
• Testing independence between discrete random variables
• scientific article; zbMATH DE number 4032726 (Why is no real title available?)
• Testing independence: count data case
• A test for the geometric distribution based on linear regression of order statistics
• Recent and classical goodness-of-fit tests for the Poisson distribution
• Estimation in the bivariate poisson distribution and hypothesis testing concerning independence
• 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.
• Goodness-of-fit tests for generalized Poisson distributions
• Goodness-of-fit tests for discrete response models with covariates
• A goodness-of-fit test for the multivariate Poisson distribution
• Specifications tests for count time series models with covariates
• 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
• Mean distance test of Poisson distribution
• Modelling and diagnostic tests for Poisson and negative-binomial count time series
• scientific article; zbMATH DE number 2202791 (Why is no real title available?)
• Approximating the null distribution of a class of statistics for testing independence
• On goodness-of-fit tests for the Bell distribution
• New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
• On goodness-of-fit tests for the Neyman type a distribution
• Quantifying the ratio-plot for the geometric distribution
• Testing for the Poisson-Tweedie distribution
• Testing for the zero-altered Poisson distribution with positive data
• A class of tests for the two-sample problem for count data
• On the application of Ferguson characterization for the construction of a goodness-of-fit test for the geometric distribution
• 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

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Uses Software

• bivpois

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