On generalized variance of product of powered components and multiple stable Tweedie models
DOI10.1080/03610926.2016.1146770zbMath1462.62099OpenAlexW2509563276MaRDI QIDQ5349248
Adrien Faivre, Johann Cuenin, Célestin C. Kokonendji
Publication date: 23 August 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1146770
\(\alpha\)-stable distributionmultivariate exponential dispersion modelgeneralized variance estimatormodified Lévy measuremultiple stable Tweedie (MST) models
Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)
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