Title of article :
On the Multivariate Compound Distributions
Author/Authors :
Wang، نويسنده , , Y.H.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1996
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
Journal title :
Journal of Multivariate Analysis