Multivariate discrete distributions via sums and shares

DOI10.1016/j.jmva.2018.11.011zbMath1417.62129OpenAlexW2901356556WikidataQ128860667 ScholiaQ128860667MaRDI QIDQ2418506

M. C. Jones, Éric Marchand

Publication date: 27 May 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://oro.open.ac.uk/57794/1/__userdata_documents3_mcj3_Desktop_JMVA_2018_216_EiC.pdf

zbMATH Keywords

Poisson mixtureLiouville distributionPólya distributionmultinomial mixtureSchur constant distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (10)

Splitting models for multivariate count data ⋮ Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference ⋮ On quasi Pólya thinning operator ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ On Uniform and α-Monotone Discrete Distributions ⋮ Partially Schur-constant models ⋮ Multivariate estimation of Poisson parameters ⋮ On partially Schur-constant models and their associated copulas ⋮ On a Proper Bayes, but Inadmissible Estimator ⋮ Bayesian estimation and prediction for certain type of mixtures

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