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A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC

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Author(s):
Conceicao, Katiane S. ; Suzuki, Adriano K. ; Andrade, Marinho G.
Total Authors: 3
Document type: Journal article
Source: Statistical Methods and Applications; v. 30, n. 2, p. 19-pg., 2020-07-18.
Abstract

In this paper is presented the zero-modified poisson difference and present possible applications of them in the analysis of paired count data. The estimation and inferences of the model parameters were made considering a Bayesian approach using the algorithm of Hamiltonian Markov chain Monte Carlo methods to simulate samples of the joint posterior distribution of interest. Two applications were made for the analysis of paired count data. (AU)

FAPESP's process: 19/22412-5 - Multiple modification points in discrete data models
Grantee:Katiane Silva Conceição
Support Opportunities: Scholarships abroad - Research
FAPESP's process: 19/21766-8 - Discrete data time series models
Grantee:Marinho Gomes de Andrade Filho
Support Opportunities: Scholarships abroad - Research