A class of infinitely divisible multivariate negative binomial distributions

A particular class of multivariate negative binomial distributions has probability generating functions of the form I-Q[alpha]I-QS-[alpha], where [alpha]>0 and S=diag(s1, ..., sn). The main results of this paper concern characterizations of the infinitely divisible distributions of this class.

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Year of publication:	1987
Authors:	Griffiths, R. C. ; Milne, R. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 22.1987, 1, p. 13-23
Publisher:	Elsevier
Keywords:	Infinite divisibility multivariate geometric distribution multivariate negative binomial distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160575