Maïnassara, Yacouba Boubacar; Kokonendji, Célestin - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 585-606
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...