Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures

DOI10.2307/3315462MaRDI QIDQ4021165zbMATH OpenOpenAlexFDO

Authors Ole E. Barndorff-Nielsen, Preben Blæsild, Vanamamalai Seshadri

Publication date 17 January 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315462

zbMATH Keywords

compound PoissongammaBessel functioninverse Gaussian distributionconvolution propertiesmultivariate extensionsgeneralized inverse Gaussianhyperbolic subsetsreciprocal inverse Gaussian distributionSichel distributionnegative multinomialmultivariate Poisson mixturesrandom-additive-effect models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• On a formula for the distribution of the maximum likelihood estimator
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Cited in

(17)

• Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions
• Semi-parametric multivariate modelling when the marginals are the same
• Modeling, simulation and inference for multivariate time series of counts using trawl processes
• The bivariate inverse gaussian distribution: an introduction
• On Pólya mixtures of multivariate Gaussian distributions
• The diagonal multivariate natural exponential families and their classification
• General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
• Multivariate Poisson-beta distributions with applications
• A generalized normal mean-variance mixture for return processes in finance
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
• Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
• The poisson-inverse gaussian disiribuiion as a model for species abundance
• Poisson approximation of multivariate Poisson mixtures
• Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
• Remarks on a generalized inverse Gaussian type integral with applications
• Mixed Poisson Distributions
• A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship

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