Multivariate normal \(\alpha\)-stable exponential families

DOI10.1007/s00009-015-0562-yzbMath1375.60045OpenAlexW1972142360MaRDI QIDQ327378

Afif Masmoudi, Mahdi Louati, Farouk Mselmi

Publication date: 19 October 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-015-0562-y

zbMATH Keywords

infinitely divisiblevariance functionnatural exponential familiesdrifted stable distributionsnormal \(\alpha\)-stable distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

Characterization of multivariate stable processes ⋮ The normal tempered stable regression model ⋮ Characterization and classification of multiple stable Tweedie models ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator

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