RT - Journal Article
T1 - Characterizations of Multivariate Normal-Poisson Model
JF - JIRSS
YR - 2015
JO - JIRSS
VO - 14
IS - 2
UR - http://jirss.irstat.ir/article-1-307-en.html
SP - 37
EP - 52
K1 - Generalized variance
K1 - Infinitely divisible measure
K1 - Monge-AmpĂ¨re equation
K1 - Multivariate exponential family
K1 - Variance function
AB - Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models. The model is composed of a univariate Poisson variable, and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component. Two characterizations of this model are shown, first by variance function and then by generalized variance function which is the determinant of the variance function. The latter provides an explicit solution of a particular Monge-Ampère equation.
LA eng
UL http://jirss.irstat.ir/article-1-307-en.html
M3
ER -