Construction of multivariate dispersion models

DOI10.1214/11-BJPS171MaRDI QIDQ470358zbMATH OpenFDO

Authors Bent Jørgensen

Publication date 12 November 2014

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1369746495

zbMATH Keywords

convolution methodmultivariate exponential dispersion modelmultivariate extreme dispersion modelmultivariate proper dispersion model

Mathematics Subject Classification ID

Multivariate analysis (62H99)

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Cites work

• scientific article; zbMATH DE number 4178457 (Why is no real title available?)
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• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
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• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A Generalization of Hotelling'sT²
• A Multivariate Exponential Distribution
• Applied multivariate statistical analysis.
• Approximate Bayesian analysis of censored survival data
• Bivariate Birnbaum-Saunders distribution and associated inference
• Continuous Bivariate Distributions
• Dispersion models for extremes
• Dispersion models for geometric sums
• Exponential dispersion models
• Generalized variance estimators in the multivariate gamma models
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Multivariate dispersion models
• Multivariate unified skew-elliptical distributions
• ON CORRELATION FUNCTIONS OF TYPE III
• On a formula for the distribution of the maximum likelihood estimator
• On a multivariate gamma
• Parameter Orthogonality and Bias Adjustment for Estimating Functions

Cited in

(8)

• An introduction to Bent Jørgensen's ideas
• On multivariate associated kernels to estimate general density functions
• Characterization and classification of multiple stable Tweedie models
• On normal stable Tweedie models and power-generalized variance functions of only one component
• A multivariate model for discrete data sets
• Multivariate Dispersion Models Generated From Gaussian Copula
• Simulations of full multivariate Tweedie with flexible dependence structure
• Multivariate dispersion models

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