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

    1. [1] University of Franche-Comté

      University of Franche-Comté

      Arrondissement de Besançon, Francia

    2. [2] University of Bangui

      University of Bangui

      República Centroafricana

  • Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 288, Nº 1 (November 2015), 2015, págs. 159-168
  • Idioma: inglés
  • Enlaces
  • Resumen
    • 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.


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