Multivariate dispersion models

DOI10.1006/jmva.1999.1885zbMath0962.62050OpenAlexW2102997871WikidataQ57394039 ScholiaQ57394039MaRDI QIDQ1587362

Steffen L. Lauritzen, Bent Jørgensen

Publication date: 19 June 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a78f4f2488269054195974d74852de5118c3a37a

zbMATH Keywords

elliptically contoured distributionsmultivariate gamma distributiongeneralized yokemultivariate proper dispersion models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

Related Items (8)

Construction of multivariate dispersion models ⋮ Multivariate Tweedie distributions and some related capital-at-risk analyses ⋮ A Generalization of Hotelling'sT² ⋮ An introduction to Bent Jørgensen's ideas ⋮ \(D\)-optimal designs for estimation of parameters in a simplex dispersion model with proportional data ⋮ A van Trees inequality for estimators on manifolds ⋮ A Measure of Dependence Between Two Compositions ⋮ Multivariate reduced rank regression in non-Gaussian contexts, using copulas

Cites Work

• Longitudinal data analysis using generalized linear models
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• On a formula for the distribution of the maximum likelihood estimator
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