On the multivariate compound distributions

Journal of Multivariate Analysis

Volumn 59, Issue 1, 1996, Pages 13-21

  Wang, Y H ^a  

^a Dept of Electrical and Computer Engineering   (Canada)

Author keywords

Compound poisson; Infinitely divisible; Limit theorems; Multivariate compound distribution; Sum of random vectors

Indexed keywords

EID: 0030268458     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0051     Document Type: Article

References (6)

1. Brown, L. D., and Rinott, Y. (1988). Inequalities for multivariate infinitely divisible processes. Ann. Probab. 16, 642-657.
2. Dwass, M., and Teicher, H. (1957). On infinitely divisible random vectors. Ann. Math. Statist. 28, 461-470.
3. Ellis, R. S. (1988). Inequalities for multivariate compound Poisson distributions. Ann. Probab. 16, 658-661.
4. Wang, Y. H. (1974). Characterization of certain multivariate distributions. Proc. Cambridge Philos. Soc. 75, 219-234.
5. Wang, Y. H. (1989a). From Poisson to compound Poisson approximations. Math. Sci. 14, 69-74.
6. Wang, Y. H. (1989b). A multivariate extension of Poisson's theorem. Canad. J. Statist. 17, 241-245.