A characterization of multivariate normal stable Tweedie models and their associated polynomials

DOI10.1016/j.cam.2015.04.017zbMath1328.62308OpenAlexW2070521525MaRDI QIDQ2349549

Cyrille C. Moypemna Sembona, Célestin C. Kokonendji, Joachim Sioké Rainaldy

Publication date: 22 June 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.04.017

zbMATH Keywords

symmetric matrixnatural exponential familyvariance functionpseudo-orthogonality

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property ⋮ Characterization and classification of multiple stable Tweedie models

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