Multivariate stable exponential families and Tweedie scale

DOI10.1016/j.jspi.2008.04.003zbMath1149.62043OpenAlexW2073574206MaRDI QIDQ958766

Abdelhamid Hassairi, Mahdi Louati

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.04.003

zbMATH Keywords

natural exponential familyvariance functionstable distributionTweedie scale

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Bayesian estimation of the precision matrix with monotone missing data ⋮ Characterization of multivariate stable processes ⋮ Multivariate normal \(\alpha\)-stable exponential families ⋮ Simulations of full multivariate Tweedie with flexible dependence structure ⋮ Maximum likelihood estimator of the scale parameter for the Riesz distribution ⋮ Moment for the inverse Riesz distributions ⋮ The stable processes on symmetric matrices ⋮ Mixture of the Riesz Distribution with Respect to a Multivariate Poisson ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ The multiparameter t’distribution ⋮ Estimation of the parameters of a Wishart extension on symmetric matrices

Cites Work

• Reproducibility and natural exponential families with power variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Riesz exponential families on symmetric cones
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