Multivariate power series distributions and Neyman's properties for multinomials

A probelm of J. Neyman (in Classical and Contagious Discrete Distributions (G. P. Patil, Ed.), 1965, pp. 4-14) regarding a characterization of positive and negative multinomial distributions is studied in this paper. Some properties of multivariate power series distributions in general which should be of independent interest are also derived.

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Year of publication:	1977
Authors:	Ghosh, J. K. ; Sinha, Bikas Kumar ; Sinha, Bimal Kumar
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 7.1977, 3, p. 397-408
Publisher:	Elsevier
Keywords:	positive multinomial distributions negative multinomial distributions power series distributions dispersion matrix linear regression

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

Persistent link: https://www.econbiz.de/10005160587