Generalized variance functions for infinitely divisible mixture distributions
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Publication:1790547
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
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
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The normal tempered stable regression model, A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
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