TY - JOUR
JF - JIRSS
JO - JIRSS
VL - 14
IS - 2
PY - 2015
Y1 - 2015/12/01
TI - Characterizations of Multivariate Normal-Poisson Model
TT -
N2 - 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.
SP - 37
EP - 52
AU - Nisa, K.
AU - Kokonendji, C. C.
AU - Saefuddin, A.
AD - Lampung University, Bandar Lampung, Indonesia.
KW - Generalized variance
KW - Infinitely divisible measure
KW - Monge-AmpĂ¨re equation
KW - Multivariate exponential family
KW - Variance function
UR - http://jirss.irstat.ir/article-1-307-en.html
ER -