Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Doubly Winsorized Poisson Auto-model

  • Published : 1998.08.01
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Abstract

This paper introduces doubly Winsorized Poisson auto-model by truncating the support of a Poisson random variable both from above and below, and shows that this model has a same form of negpotential function as regular Poisson auto-model and one-way Winsorized Poisson auto-model. Strategies for maximum likelihood estimation of parameters are discussed. In addition to exact maximum likelihood estimation, Monte Carlo maximum likelihood estimation may be applied to this model.

Keywords

References

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