On the three-dimensional negative binomial distribution

Camilla Mondrup Andreassen and Jens Ledet Jensen

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 10, 2314-2326

Abstract: We consider a particular generalization of the negative binomial distribution to the multivariate case obtained through a specification of the probability generating function as the negative power of a certain polynomial. The probability function itself has previously been derived for the two-dimensional case only, and inference in the multivariate negative binomial distribution has been restricted to the use of composite likelihood based on one- or two-dimensional marginals. In this article, we derive the three-dimensional probability function as a sum with all terms positive and study the range of possible parameter values. We illustrate the use of the three-dimensional distribution for modeling three correlated SAR images.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2013.864766 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:10:p:2314-2326

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2013.864766

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().