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Bivariate distributions : correlation in the bivariate Poisson distribution.

open access: yes, 1970
This thesis notes the importance of the class of infinitely divisible bivariate Poisson distributions in the class of distributions in Poisson correlation. Members of the former class are characterized by three parameters — the two marginal means and the correlation, p. A numerical comparison is made of several existing estimators of p.
openaire   +1 more source

Common Factors in Conditional Distributions for Bivariate Time Series [PDF]

open access: green, 2003
Clive W. J. Granger   +2 more
openalex   +1 more source

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