Group for Research in Decision Analysis

G-2015-136

A second look in inference for bivariate Skellam distributions

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Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence parameters. In this paper, the limiting distribution of these estimators is established and their asymptotic efficiency is compared to that of the maximum likelihood estimators of the dependence parameters for these models.

, 17 pages