Characterizations of Multivariate Normal-Poisson Model
نویسندگان
چکیده مقاله:
‎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.
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عنوان ژورنال
دوره 14 شماره None
صفحات 37- 52
تاریخ انتشار 2015-12
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