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A class of infinitely divisible multivariate negative binomial distributions

Author

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  • Griffiths, R. C.
  • Milne, R. K.

Abstract

A particular class of multivariate negative binomial distributions has probability generating functions of the form I-Q[alpha]I-QS-[alpha], where [alpha]>0 and S=diag(s1, ..., sn). The main results of this paper concern characterizations of the infinitely divisible distributions of this class.

Suggested Citation

  • Griffiths, R. C. & Milne, R. K., 1987. "A class of infinitely divisible multivariate negative binomial distributions," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 13-23, June.
    • Handle: RePEc:eee:jmvana:v:22:y:1987:i:1:p:13-23
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    Cited by:

    1. Eisenbaum, Nathalie & Kaspi, Haya, 2009. "On permanental processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1401-1415, May.
    2. Jesper Møller & Ege Rubak, 2010. "A Model for Positively Correlated Count Variables," International Statistical Review, International Statistical Institute, vol. 78(1), pages 65-80, April.

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