Autor/es de la URV: Jiménez-Gamero, María Dolores Novoa-Muñoz, Francisco

Palabras clave: Bivariate Poisson distribution, goodness-of-fit, empirical probability generating function, parametric bootstrap, weighted bootstrap, multivariate Poisson distribution

Resumen: Bivariate count data arise in several different disciplines and the bivariate Poisson distribution is commonly used to model them. This paper proposes and studies a computationally convenient goodness-of-fit test for this distribution, which is based on an empirical counterpart of a system ofequations. The test is consistent against fixed alternatives. The null distribution of the test can be consistently approximated by a parametric bootstrap and by a weighted bootstrap. The goodness of these bootstrap estimators and the power for finite sample sizes are numerically studied. It is shown that the proposed test can be naturally extended to the multivariate Poisson distribution.

Año de publicación de la revista: 2016

Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article