Jørgensen, Bent; Lauritzen, Steffen L. - In: Journal of Multivariate Analysis 74 (2000) 2, pp. 267-281
We introduce a class of multivariate dispersion models suitable as error distributions for generalized linear models with multivariate non-normal responses. The models preserve some of the main properties of the multivariate normal distribution, and include the elliptically contoured...