Characterization and classification of multiple stable Tweedie models

DOI10.1007/S10986-018-9406-3MaRDI QIDQ1728120zbMATH OpenOpenAlexWikidataFDO

Authors Célestin C. Kokonendji, Cyrille C. Moypemna Sembona

Publication date 22 February 2019

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-018-9406-3

zbMATH Keywords

steepnesssymmetric matrixvariance functionmultivariate exponential dispersion model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• scientific article; zbMATH DE number 4113737 (Why is no real title available?)
• A characterization of Poisson-Gaussian families by generalized variance
• A characterization of multivariate normal stable Tweedie models and their associated polynomials
• Characteristic property of a class of multivariate variance functions
• Construction of multivariate dispersion models
• Discrete dispersion models and their Tweedie asymptotics
• Lectures on natural exponential families and their variance functions
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Multivariate normal \(\alpha\)-stable exponential families
• On generalized variance of product of powered components and multiple stable Tweedie models
• On normal stable Tweedie models and power-generalized variance functions of only one component
• On the Monge-Ampère equation for characterizing gamma-Gaussian model
• On the determinant of the second derivative of a Laplace transform
• Some discrete exponencial dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)

Cited in

(9)

• A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
• Extending the Thorin class
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Characterizations of multivariate normal-Poisson model
• Multivariate stable exponential families and Tweedie scale
• On normal stable Tweedie models and power-generalized variance functions of only one component
• On generalized variance of product of powered components and multiple stable Tweedie models
• A characterization of multivariate normal stable Tweedie models and their associated polynomials
• Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions

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