On the Multivariate Compound Distributions

Y. H. Wang

Journal of Multivariate Analysis, 1996, vol. 59, issue 1, 13-21

Abstract: We present two methods of constructing multivariate compound distributions and investigate the corresponding infinitely divisible and compound Poisson distributions. We then show that the multivariate compound Poisson distributions can be derived as the limiting distributions of the sums of independent random vectors.

Keywords: multivariate; compound; distribution; infinitely; divisible; compound; Poisson; limit; theorems; sum; of; random; vectors (search for similar items in EconPapers)
Date: 1996
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