On the Monge-Ampère equation for characterizing gamma-Gaussian model

DOI10.1016/J.SPL.2013.03.023zbMath1281.62131OpenAlexW2070635673MaRDI QIDQ383934

Célestin C. Kokonendji, Afif Masmoudi

Publication date: 6 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.023

zbMATH Keywords

determinantscovariance matrixgeneralized variance estimatorlog-Laplace transformmultivariate natural exponential models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Multivariate normal \(\alpha\)-stable exponential families ⋮ On the UMVU estimator for the generalized variance of the multinomial family ⋮ A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property ⋮ Unnamed Item ⋮ Characterization and classification of multiple stable Tweedie models ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component ⋮ A characterization of multivariate normal stable Tweedie models and their associated polynomials

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