Parameter estimation for multivariate mixed Poisson distributions

Estimating the parameters of multivariate distributions whose densities or masses cannot be expressed in tractable closed-form is a challenging problem. This paper concentrates on a family of such discrete distributions referred to as multivariate mixed Poisson distributions (MMPDs). These distributions are interesting for modeling correlations between adjacent pixels of active and astronomical images. Several estimators of MMPD parameters are investigated. These estimators include a composite likelihood estimator and a non-linear least squares estimator.