Title of article
On the Multivariate Compound Distributions
Author/Authors
Wang، نويسنده , , Y.H.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
9
From page
13
To page
21
Abstract
We present two methods of constructing multivariate compound distributions and investigate the corresponding infinitely divisible and compound Poisson distributions. We then show that the multivariate compound Poisson distributions can be derived as the limiting distributions of the sums of independent random vectors.
Keywords
Multivariate compound distribution , Compound Poisson , sum of random vectors , Limit theorems , infinitely divisible
Journal title
Journal of Multivariate Analysis
Serial Year
1996
Journal title
Journal of Multivariate Analysis
Record number
1557394
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