A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
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Publication:2663290
covariance matrixgeneralized variance functionMonge-Ampère equationmultivariate exponential familysteepness
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)
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Cites work
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- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- Improper affine hyperspheres of convex type and a generalization of a theorem by K. Jörgens
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- On generalized variance of product of powered components and multiple stable Tweedie models
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- On normal stable Tweedie models and power-generalized variance functions of only one component
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Cited in
(8)- Characterization and classification of multiple stable Tweedie models
- A characterization of multivariate normal stable Tweedie models and their associated polynomials
- On normal stable Tweedie models and power-generalized variance functions of only one component
- On the Monge-Ampère equation for characterizing gamma-Gaussian model
- Characterizations of multivariate normal-Poisson model
- On generalized variance of product of powered components and multiple stable Tweedie models
- Multivariate generalized linear models for Markov kernels with (un)known link and variance functions
- Multivariate stable exponential families and Tweedie scale
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