Pages that link to "Item:Q958766"
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The following pages link to Multivariate stable exponential families and Tweedie scale (Q958766):
Displaying 19 items.
- Multivariate normal \(\alpha\)-stable exponential families (Q327378) (← links)
- Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- The stable processes on symmetric matrices (Q683439) (← links)
- Bayesian estimation of the precision matrix with monotone missing data (Q831324) (← links)
- Moment for the inverse Riesz distributions (Q889017) (← links)
- A characterization of the Wishart exponential families by an invariance property (Q1120225) (← links)
- Stability for multivariate exponential families (Q1600633) (← links)
- Characterization and classification of multiple stable Tweedie models (Q1728120) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Estimation of the parameters of a Wishart extension on symmetric matrices (Q2111953) (← links)
- A characterization of multivariate normal stable Tweedie models and their associated polynomials (Q2349549) (← links)
- Maximum likelihood estimator of the scale parameter for the Riesz distribution (Q2405930) (← links)
- Characterization of multivariate stable processes (Q2627898) (← links)
- A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property (Q2663290) (← links)
- Mixture of the Riesz Distribution with Respect to a Multivariate Poisson (Q4921662) (← links)
- On generalized variance of product of powered components and multiple stable Tweedie models (Q5349248) (← links)
- The multiparameter t’distribution (Q5863922) (← links)
- An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations (Q6661266) (← links)
