Multivariate INAR(1) Regression Models Based on the Sarmanov Distribution
نویسندگان
چکیده
A multivariate INAR(1) regression model based on the Sarmanov distribution is proposed for modelling claim counts from an automobile insurance contract with different types of coverage. The correlation between claims coverage considered jointly serial observations same policyholder observed over time. Several models are analyzed. new offer some advantages since they have all MINAR(1) but allow a more flexible dependence structure by using distribution. Driven real panel data set, these and fitted to discuss their goodness fit computational efficiency.
منابع مشابه
Multivariate Dependence and the Sarmanov-Lancaster Expansion
We extend the work of Sarmanov and Lancaster to obtain an expansion for multivariate distributions. The expansion reveals a flexible, detailed dependence structure that goes beyond pairwise linear correlation to include non-linear and higher-order statistical dependencies. Through examples we show how to use the expansion to analyze existing distributions and to construct new distributions with...
متن کاملMultivariate Chemometrics with Regression and Classification Analyses in Heroin Profiling Based on the Chromatographic Data.
The purpose of this work is to promote and facilitate forensic profiling and chemical analysis of illicit drug samples in order to determine their origin, methods of production and transfer through the country. The article is based on the gas chromatography analysis of heroin samples seized from three different locations in Serbia. Chemometric approach with appropriate statistical tools (multip...
متن کاملMultivariate Chemometrics with Regression and Classification Analyses in Heroin Profiling Based on the Chromatographic Data.
The purpose of this work is to promote and facilitate forensic profiling and chemical analysis of illicit drug samples in order to determine their origin, methods of production and transfer through the country. The article is based on the gas chromatography analysis of heroin samples seized from three different locations in Serbia. Chemometric approach with appropriate statistical tools (multip...
متن کاملNonlinear Regression Models Based on Slash Skew-Elliptical Errors
‎In this paper‎, ‎the nonlinear regression models when the model errors follow a slash‎ ‎skew-elliptical distribution‎, ‎are considered‎. ‎In the special case‎ ‎of nonlinear regression models under slash skew-t distribution‎, ‎we‎ ‎present some distributional properties‎, ‎and to estimate their‎ ‎parameters‎, ‎w...
متن کاملNonparametric multivariate conditional distribution and quantile regression
In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial derivatives of bivariate copulas. Without restri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math9050505