Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures

DOI10.2307/3315462zbMath0754.62035OpenAlexW2156376037MaRDI QIDQ4021165

Vanamamalai Seshadri, Ole Eiler Barndorff-Nielsen, Preben Blæsild

Publication date: 17 January 1993

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315462

zbMATH Keywords

gammacompound Poissoninverse Gaussian distributionBessel functionconvolution propertiesmultivariate extensionsgeneralized inverse Gaussianhyperbolic subsetsreciprocal inverse Gaussian distributionSichel distributionnegative multinomialmultivariate Poisson mixturesrandom-additive-effect models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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