Multivariate dispersion models

DOI10.1006/JMVA.1999.1885MaRDI QIDQ1587362zbMATH OpenOpenAlexWikidataFDO

Authors Bent Jørgensen, Steffen Lauritzen

Publication date 19 June 2001

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a78f4f2488269054195974d74852de5118c3a37a

zbMATH Keywords

elliptically contoured distributionsmultivariate gamma distributiongeneralized yokemultivariate proper dispersion models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

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Cited in

(20)

• An introduction to Bent Jørgensen's ideas
• Factorial Dispersion Models
• Multivariate reduced rank regression in non-Gaussian contexts, using copulas
• A van Trees inequality for estimators on manifolds
• Fisher dispersion index for multivariate count distributions: a review and a new proposal
• \(D\)-optimal designs for estimation of parameters in a simplex dispersion model with proportional data
• Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging
• Conditional relative acceleration statistics and relative dispersion modelling
• A measure of dependence between two compositions
• A multivariate model for discrete data sets
• Multivariate Dispersion Models Generated From Gaussian Copula
• Construction of multivariate dispersion models
• A Generalization of Hotelling'sT²
• Tweedie-type formulae for a multivariate Laplace distribution
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Modeling with a large class of unimodal multivariate distributions
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• Multivariate models and the first four moments
• Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
• Geometric dispersion models with real quadratic v-functions

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