A second look at inference for bivariate Skellam distributions

作者：Aissaoui Sidi Allal; Genest Christian; Mesfioui Mhamed

来源：Stat, 2017, 6(1): 79-87.

DOI：10.1002/sta4.136

<jats:p>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.

• 出版日期2017