Modeling overdispersion with the normalized tempered stable distribution

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Publication:901625


DOI10.1016/j.csda.2011.01.016zbMath1328.62314MaRDI QIDQ901625

M. Kolossiatis, Mark F. J. Steel, Jim E. Griffin

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.01.016


62H10: Multivariate distribution of statistics

60E07: Infinitely divisible distributions; stable distributions

60E05: Probability distributions: general theory


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