A characterization of multivariate normal stable Tweedie models and their associated polynomials

被引：3
|
作者：
Kokonendji, Celestin C. [1 ]
Sembona, Cyrille C. Moypemna [1 ,2 ]
Rainaldy, Joachim Sioke [2 ]
机构：
[1] Univ Franche Comte, F-25030 Besancon, France
[2] Univ Bangui, Cent African Republ, Bangui, Cent Afr Republ
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2015年 / 288卷
关键词：
Natural exponential family; Pseudo-orthogonality; Symmetric matrix; Variance function; NATURAL EXPONENTIAL-FAMILIES; VARIANCE FUNCTIONS; ORTHOGONALITY;
D O I：
10.1016/j.cam.2015.04.017
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Multivariate normal stable Tweedie models are recently introduced as an extension to normal gamma and normal inverse Gaussian models. The aim of this paper is to characterize these models through their variance functions. Then, according to the power variance parameter values, the nature of polynomials associated with these models is deduced. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：159 / 168
页数：10
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