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Simulations of full multivariate Tweedie with flexible dependence structure - MaRDI portal

Simulations of full multivariate Tweedie with flexible dependence structure (Q333383)

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scientific article; zbMATH DE number 6645363
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Simulations of full multivariate Tweedie with flexible dependence structure
scientific article; zbMATH DE number 6645363

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    Simulations of full multivariate Tweedie with flexible dependence structure (English)
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    28 October 2016
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    cumulant generating function
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    correlation
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    multivariate exponential dispersion model
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    \(\alpha\)-stable distribution
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