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- W2884480441 abstract "Multivariate discrete data arise in many fields (statistical quality control, epidemiology, failure and reliability analysis, etc.) and modelling such data is a relevant task. Here we consider the construction of a bivariate model with discrete Weibull margins, based on Farlie–Gumbel–Morgenstern copula, analyse its properties especially in terms of attainable correlation, and propose several methods for the point estimation of its parameters. Two of them are the standard one-step and two-step maximum likelihood procedures; the other two are based on an approximate method of moments and on the method of proportion, which represent intuitive alternatives for estimating the dependence parameter. A Monte Carlo simulation study is presented, comprising more than one hundred artificial settings, which empirically assesses the performance of the different estimation techniques in terms of statistical properties and computational cost. For illustrative purposes, the model and related inferential procedures are fitted and applied to two datasets taken from the literature, concerning failure data, presenting either positive or negative correlation between the two observed variables. The applications show that the proposed bivariate discrete Weibull distribution can model correlated counts even better than existing and well-established joint distributions." @default.
- W2884480441 created "2018-08-03" @default.
- W2884480441 creator A5042987309 @default.
- W2884480441 date "2019-02-01" @default.
- W2884480441 modified "2023-10-02" @default.
- W2884480441 title "A bivariate count model with discrete Weibull margins" @default.
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- W2884480441 doi "https://doi.org/10.1016/j.matcom.2018.07.003" @default.
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