Abstract
This paper considers statistical inference procedures for a class of models for positively correlated count variables called α-permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been studied in the literature, while this is the first statistical paper on α-permanental randomfields. The focus is on maximum likelihood estimation, maximum quasi-likelihood estimation and on maximum composite likelihood estimation based on uni- and bivariate distributions.
Furthermore, new results for α-permanents and for a bivariate α-permanental random field are presented.
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Furthermore, new results for α-permanents and for a bivariate α-permanental random field are presented.
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Original language | English |
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Publisher | Department of Mathematical Sciences, Aalborg University |
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Number of pages | 25 |
Publication status | Published - Aug 2010 |
Series | Research Report Series |
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Number | R-2010-10 |
ISSN | 1399-2503 |
Keywords
- composite likelihood
- doubly stochastic construction
- maximum likelihood
- quasi-likelihood