Generalized variance estimations of normal-Poisson models
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Cites work
- A characterization of Poisson-Gaussian families by generalized variance
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- Estimators of the generalized variance for nonnormal exponential families
- Generalized variance and exponential families
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- On normal stable Tweedie models and power-generalized variance functions of only one component
- On the determinant of the second derivative of a Laplace transform
- On the Monge-Ampère equation for characterizing gamma-Gaussian model
- Statistical decision theory and Bayesian analysis. 2nd ed
- The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
- The Monge-Ampère equation
Cited in
(4)- Generalized variance estimators in the multivariate gamma models
- A characterization of multivariate normal stable Tweedie models and their associated polynomials
- A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
- scientific article; zbMATH DE number 6874864 (Why is no real title available?)
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