Multivariate dispersion models

DOI10.1006/JMVA.1999.1885zbMATH Open0962.62050OpenAlexW2102997871WikidataQ57394039 ScholiaQ57394039MaRDI QIDQ1587362FDOQ1587362

Steffen Lauritzen, Bent Jørgensen

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

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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)

Cites Work

• On a formula for the distribution of the maximum likelihood estimator
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• Longitudinal data analysis using generalized linear models
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• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
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Cited In (14)

• 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
• \(D\)-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
• A Generalization of Hotelling'sT²
• Construction of multivariate dispersion models
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Title not available (Why is that?)

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