On the multivariate compound distributions

DOI10.1006/JMVA.1996.0051MaRDI QIDQ1817486zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 11 February 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1996.0051

zbMATH Keywords

compound Poisson distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

The author extends one-dimensional compound distributions in a natural way to a multivariate setting. Special attention is payed to the compound Poisson distribution.

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(6)

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• On the Minimal Condition of Weak Dependency in the Central Limit Theorem for Stationary Sequences
• On the recursive evaluation of a certain multivariate compound distribution
• On Properties of the MixedTS Distribution and Its Multivariate Extension

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