Dependence on a collection of Poisson random variables

05/20/2020

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by   Luis E. Nieto-Barajas, et al.

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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–p 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.