Multivariate zero-inflated Bell distribution and its inference and applications

被引:5
作者
Lemonte, Artur J. [1 ]
机构
[1] Univ Fed Rio Grande do Norte, Dept Estat, Natal, RN, Brazil
关键词
Expectation-maximization algorithm; Excess zeros; Generalized poisson distribution; Multivariate count data; Poisson distribution; POISSON-DISTRIBUTION; MODELS;
D O I
10.1016/j.apm.2021.11.001
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this paper we introduce a multivariate family of distributions for multivariate count data with excess zeros, which is a multivariate extension of the univariate zero-inflated Bell distribution. We derive various general properties of this multivariate distribution. In particular, the marginal distributions are univariate zero-inflated Bell distributions. The model parameters are estimated using the traditional maximum likelihood estimation method. In addition, we develop a simple EM algorithm to compute the maximum likelihood estimates of the parameters of the new multivariate distribution with closed-form expressions for the maximum likelihood estimators. Empirical applications that employ real multivariate count data are considered to illustrate the usefulness of the new class of multivariate distributions, and comparisons with the multivariate zero-inflated Poisson distribution, multivariate zero-adjusted Poisson distributions, and multivariate zero-inflated generalized Poisson distribution are made. (c) 2021 Elsevier Inc. All rights reserved.
引用
收藏
页码:543 / 556
页数:14
相关论文
共 23 条
[1]  
[Anonymous], 1934, Am. Math. Mon.
[2]  
[Anonymous], 2000, Theoretical Statistics
[3]   Exponential polynomials [J].
Bell, ET .
ANNALS OF MATHEMATICS, 1934, 35 :258-277
[4]  
Bierens H, 1994, Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models, DOI DOI 10.1017/CBO9780511599279
[5]  
Cameron CA, 1998, Regression Analysis of Count Data
[6]   On the Bell distribution and its associated regression model for count data [J].
Castellares, Fredy ;
Ferrari, Silvia L. P. ;
Lemonte, Artur J. .
APPLIED MATHEMATICAL MODELLING, 2018, 56 :172-185
[7]   On the Lambert W function [J].
Corless, RM ;
Gonnet, GH ;
Hare, DEG ;
Jeffrey, DJ ;
Knuth, DE .
ADVANCES IN COMPUTATIONAL MATHEMATICS, 1996, 5 (04) :329-359
[8]   MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].
DEMPSTER, AP ;
LAIRD, NM ;
RUBIN, DB .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38
[9]   A New First-Order Integer-Valued Autoregressive Model with Bell Innovations [J].
Huang, Jie ;
Zhu, Fukang .
ENTROPY, 2021, 23 (06)
[10]   Type I multivariate zero-inflated generalized Poisson distribution with applications [J].
Huang, Xi-Fen ;
Tian, Guo-Liang ;
Zhang, Chi ;
Jiang, Xuejun .
Statistics and Its Interface, 2017, 10 (02) :291-311