On normal stable Tweedie models and power-generalized variance functions of only one component

DOI10.1007/s11749-014-0363-9zbMath1308.62111OpenAlexW1991452706MaRDI QIDQ2513942

Célestin C. Kokonendji, Yacouba Boubacar Maïnassara

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0363-9

zbMATH Keywords

covariance matrixdeterminantMonge-Ampère equationLévy measuremultivariate exponential dispersion modelgeneralized variance estimator

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Multivariate analysis (62H99) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Simulations of full multivariate Tweedie with flexible dependence structure ⋮ A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property ⋮ Characteristic property of a class of multivariate variance functions ⋮ Unnamed Item ⋮ Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions ⋮ Geometric dispersion models with real quadratic v-functions ⋮ Characterization and classification of multiple stable Tweedie models ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ A characterization of multivariate normal stable Tweedie models and their associated polynomials ⋮ Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator

Uses Software

• Tweedie

Cites Work

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