Generalized variance functions for infinitely divisible mixture distributions

DOI10.1007/s00009-018-1214-9zbMath1401.62081WikidataQ129650147 ScholiaQ129650147MaRDI QIDQ1790547

Célestin C. Kokonendji, Farouk Mselmi, Mahdi Louati, Afif Masmoudi

Publication date: 2 October 2018

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-018-1214-9

zbMATH Keywords

infinitely divisible distributions; natural exponential family; variance function; mixture models

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F10: Point estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

The normal tempered stable regression model, A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property

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