Dependence on a collection of Poisson random variables
Methodology
2020-11-06 v2
Abstract
We propose two novel ways of introducing dependence among Poisson counts through the use of latent variables in a three levels hierarchical model. Marginal distributions of the random variables of interest are Poisson with strict stationarity as special case. Order-- dependence is described in detail for a temporal sequence of random variables, however spatial or spatio-temporal dependencies are also possible. A full Bayesian inference of the models is described and performance of the models is illustrated with a numerical analysis of maternal mortality in Mexico. Extensions to cope with overdispersion are also discussed.
Cite
@article{arxiv.2005.10306,
title = {Dependence on a collection of Poisson random variables},
author = {Luis E. Nieto-Barajas},
journal= {arXiv preprint arXiv:2005.10306},
year = {2020}
}