A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
DOI10.1007/s10114-020-8377-6zbMath1462.62323OpenAlexW3100982614MaRDI QIDQ2663290
Célestin C. Kokonendji, Cyrille C. Moypemna Sembona, Khoirin Nisa
Publication date: 16 April 2021
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-020-8377-6
steepnesscovariance matrixMonge-Ampère equationmultivariate exponential familygeneralized variance function
Infinitely divisible distributions; stable distributions (60E07) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Analysis of variance and covariance (ANOVA) (62J10)
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