C. C. Kokonendji

[ 1 ] - Characterizations of Multivariate Normal-Poisson Model

‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...