On the Multivariate Poisson Normal Distribution

DOI10.2307/2285775MaRDI QIDQ4124128zbMATH OpenOpenAlexFDO

Authors H. S. Steyn

Publication date 1976

Full work available at URL https://doi.org/10.2307/2285775

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99)

Cited in

(8)

• Factor models for multivariate count data.
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
• Copula-based bivariate finite mixture regression models with an application for insurance claim count data
• Mixed Poisson Distributions
• A review of multivariate distributions for count data derived from the Poisson distribution
• New representations of Catalan's constant obtained from the half hyperbolic secant distribution
• Generalized multivariate Hermite distributions and related point processes
• First-order multivariate integer-valued autoregressive model with multivariate mixture distributions

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