On normal stable Tweedie models and power-generalized variance functions of only one component
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DOI: 10.1007/s11749-014-0363-9
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References listed on IDEAS
- Kokonendji, Célestin C. & Khoudar, Mohamed, 2006. "On Lévy measures for infinitely divisible natural exponential families," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1364-1368, July.
- Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo, 2004. "Reference priors for exponential families with simple quadratic variance function," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 335-364, February.
- Koudou, A. E. & Pommeret, D., 2002. "A Characterization of Poisson-Gaussian Families by Convolution-Stability," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 120-127, April.
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Cited by:
- Farouk Mselmi, 2022. "Generalized linear model for subordinated Lévy processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 772-801, June.
- Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif, 2019. "Geometric dispersion models with real quadratic v-functions," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 197-204.
- Johann Cuenin & Bent Jørgensen & Célestin C. Kokonendji, 2016. "Simulations of full multivariate Tweedie with flexible dependence structure," Computational Statistics, Springer, vol. 31(4), pages 1477-1492, December.
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More about this item
Keywords
Covariance matrix; Determinant; Generalized variance estimator; Lévy measure; Monge–Ampère equation; Multivariate exponential dispersion model; 62H05; 60E07; 62F10; 62H99;All these keywords.
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Statistics
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