Construction of multivariate dispersion models

DOI10.1214/11-BJPS171zbMath1298.62108MaRDI QIDQ470358

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

zbMATH Keywords

convolution methodmultivariate exponential dispersion modelmultivariate extreme dispersion modelmultivariate proper dispersion model

Mathematics Subject Classification ID

Multivariate analysis (62H99)

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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