Construction of multivariate dispersion models

DOI10.1214/11-BJPS171zbMATH Open1298.62108MaRDI QIDQ470358FDOQ470358

Authors: Bent Jørgensen 

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

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zbMATH Keywords

convolution methodmultivariate exponential dispersion modelmultivariate extreme dispersion modelmultivariate proper dispersion model

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Cites Work

• On a formula for the distribution of the maximum likelihood estimator
• Title not available (Why is that?)
• Applied multivariate statistical analysis.
• Title not available (Why is that?)
• Parameter Orthogonality and Bias Adjustment for Estimating Functions
• Title not available (Why is that?)
• Multivariate unified skew-elliptical distributions
• A Multivariate Exponential Distribution
• Title not available (Why is that?)
• Continuous Bivariate Distributions
• Dispersion models for geometric sums
• On a multivariate gamma
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Generalized variance estimators in the multivariate gamma models
• Bivariate Birnbaum-Saunders distribution and associated inference
• Multivariate dispersion models
• Exponential dispersion models
• Title not available (Why is that?)
• Approximate Bayesian analysis of censored survival data
• Title not available (Why is that?)
• ON CORRELATION FUNCTIONS OF TYPE III
• A Generalization of Hotelling'sT²
• Dispersion models for extremes

Cited In (8)

• An introduction to Bent Jørgensen's ideas
• Characterization and classification of multiple stable Tweedie models
• On multivariate associated kernels to estimate general density functions
• On normal stable Tweedie models and power-generalized variance functions of only one component
• A multivariate model for discrete data sets
• Multivariate Dispersion Models Generated From Gaussian Copula
• Simulations of full multivariate Tweedie with flexible dependence structure
• Multivariate dispersion models

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