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A second look at inference for bivariate Skellam distributions
Author(s) -
Aissaoui Sidi Allal,
Genest Christian,
Mesfioui Mhamed
Publication year - 2017
Publication title -
stat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.61
H-Index - 18
ISSN - 2049-1573
DOI - 10.1002/sta4.136
Subject(s) - bivariate analysis , estimator , asymptotic distribution , limiting , inference , statistics , mathematics , econometrics , moment (physics) , computer science , physics , engineering , mechanical engineering , classical mechanics , artificial intelligence
Two bivariate extensions of the Skellam distribution were introduced in 2014 by a subset of the present authors, who also proposed moment estimators for the dependence parameters in these models. The limiting distribution of these estimators is established here, and their asymptotic efficiency is compared with that of the corresponding maximum likelihood estimators. © 2017 The Authors. Stat Published by John Wiley & Sons Ltd.