Construction of multivariate dispersion models
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Publication:470358
DOI10.1214/11-BJPS171zbMath1298.62108MaRDI QIDQ470358
Publication date: 12 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1369746495
convolution methodmultivariate exponential dispersion modelmultivariate extreme dispersion modelmultivariate proper dispersion model
Related Items (5)
Simulations of full multivariate Tweedie with flexible dependence structure ⋮ Characterization and classification of multiple stable Tweedie models ⋮ An introduction to Bent Jørgensen's ideas ⋮ On multivariate associated kernels to estimate general density functions ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component
Cites Work
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- ON CORRELATION FUNCTIONS OF TYPE III
- Parameter Orthogonality and Bias Adjustment for Estimating Functions
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- A Generalization of Hotelling'sT2
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