Showing 1 - 5 of 5
As an extension to normal gamma and normal inverse Gaussian models, all normal stable Tweedie (NST) models are introduced for getting a simple form of the determinant of the covariance matrix, so-called generalized variance. As alternatives to the standard normal model, multivariate NST models...
Persistent link: https://www.econbiz.de/10010994265
Persistent link: https://www.econbiz.de/10005613248
Persistent link: https://www.econbiz.de/10005166824
Persistent link: https://www.econbiz.de/10005613318
Persistent link: https://www.econbiz.de/10005390577