A characterization of multivariate normal stable Tweedie models and their associated polynomials
| Affiliation auteurs | !!!! Error affiliation !!!! |
| Titre | A characterization of multivariate normal stable Tweedie models and their associated polynomials |
| Type de publication | Journal Article |
| Year of Publication | 2015 |
| Auteurs | Kokonendji CC, Sembona CCMoypemn, Rainaldy JSioke |
| Journal | JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS |
| Volume | 288 |
| Pagination | 159-168 |
| Date Published | NOV |
| Type of Article | Article |
| ISSN | 0377-0427 |
| Mots-clés | natural exponential family, Pseudo-orthogonality, symmetric matrix, Variance function |
| Résumé | 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. |
| DOI | 10.1016/j.cam.2015.04.017 |