Simulations of full multivariate Tweedie with flexible dependence structure
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Publication:333383
DOI10.1007/s00180-015-0617-3zbMath1348.65019MaRDI QIDQ333383
Célestin C. Kokonendji, Bent Jørgensen, Johann Cuenin
Publication date: 28 October 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0617-3
correlation; cumulant generating function; \(\alpha\)-stable distribution; multivariate exponential dispersion model
60E07: Infinitely divisible distributions; stable distributions
62-08: Computational methods for problems pertaining to statistics
62H99: Multivariate analysis
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Cites Work
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