Multivariate normal -stable exponential families

DOI10.1007/S00009-015-0562-YzbMATH Open1375.60045OpenAlexW1972142360MaRDI QIDQ327378FDOQ327378

Authors: Mahdi Louati, Afif Masmoudi, Farouk Mselmi 

Publication date: 19 October 2016

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

Full work available at URL: https://doi.org/10.1007/s00009-015-0562-y

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zbMATH Keywords

infinitely divisiblenatural exponential familiesdrifted stable distributionsnormal \(\alpha\)-stable distributionsvariance function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• Mixture and reciprocity of exponential models
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• A characterization of Poisson-Gaussian families by generalized variance
• Multivariate stable exponential families and Tweedie scale

Cited In (10)

• The normal tempered stable regression model
• Characterization and classification of multiple stable Tweedie models
• A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
• Stability for multivariate exponential families
• Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
• Generalized variance functions for infinitely divisible mixture distributions
• Multivariate stable exponential families and Tweedie scale
• Characterization of multivariate stable processes
• Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator

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