On the Multivariate Compound Distributions,

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.

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Year of publication:	1996
Authors:	Wang, Y. H.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 59.1996, 1, p. 13-21
Publisher:	Elsevier
Keywords:	multivariate compound distribution infinitely divisible compound Poisson limit theorems sum of random vectors

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

Persistent link: https://www.econbiz.de/10005160466