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

DOI10.2307/3315462zbMATH Open0754.62035OpenAlexW2156376037MaRDI QIDQ4021165FDOQ4021165

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

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

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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)

Cites Work

• On a formula for the distribution of the maximum likelihood estimator
• On a Poisson-inverse Gaussian distribution
• Hitting Lines with Two-Dimensional Brownian Motion
• Title not available (Why is that?)
• Conditionality resolutions
• NEW TECHNIQUES FOR THE ANALYSIS OF ABSENTEEISM DATA
• Reproductive exponential families
• Title not available (Why is that?)
• Combination of reproductive models
• Bivariate inverse Gaussian distribution
• Inference for Sichel's Compound Poisson Distribution
• The bivariate inverse gaussian distribution: an introduction

Cited In (16)

• On Pólya mixtures of multivariate Gaussian distributions
• Poisson approximation of multivariate Poisson mixtures
• Semi-parametric multivariate modelling when the marginals are the same
• The diagonal multivariate natural exponential families and their classification
• Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
• Mixed Poisson Distributions
• A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE
• The bivariate inverse gaussian distribution: an introduction
• Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions
• A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship
• The poisson-inverse gaussian disiribuiion as a model for species abundance
• General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
• Modeling, simulation and inference for multivariate time series of counts using trawl processes
• Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
• Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
• Multivariate Poisson-Beta Distributions with Applications

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