Multivariate dispersion models
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 distributions a...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
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2000
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| _version_ | 1797075087868821504 |
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| author | Jorgensen, B Lauritzen, S |
| author_facet | Jorgensen, B Lauritzen, S |
| author_sort | Jorgensen, B |
| collection | OXFORD |
| description | 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 distributions and certain other known distributions as special cases. We give explicit methods for constructing multivariate proper dispersion models. This is exemplified by constructing multivariate gamma, Laplace, hyperbola, and von Mises distributions. © 2000 Academic Press. |
| first_indexed | 2024-03-06T23:45:20Z |
| format | Journal article |
| id | oxford-uuid:70b5e8a2-0fe4-4515-85e9-53739a97857e |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-06T23:45:20Z |
| publishDate | 2000 |
| record_format | dspace |
| spelling | oxford-uuid:70b5e8a2-0fe4-4515-85e9-53739a97857e2022-03-26T19:38:54ZMultivariate dispersion modelsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:70b5e8a2-0fe4-4515-85e9-53739a97857eEnglishSymplectic Elements at Oxford2000Jorgensen, BLauritzen, SWe 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 distributions and certain other known distributions as special cases. We give explicit methods for constructing multivariate proper dispersion models. This is exemplified by constructing multivariate gamma, Laplace, hyperbola, and von Mises distributions. © 2000 Academic Press. |
| spellingShingle | Jorgensen, B Lauritzen, S Multivariate dispersion models |
| title | Multivariate dispersion models |
| title_full | Multivariate dispersion models |
| title_fullStr | Multivariate dispersion models |
| title_full_unstemmed | Multivariate dispersion models |
| title_short | Multivariate dispersion models |
| title_sort | multivariate dispersion models |
| work_keys_str_mv | AT jorgensenb multivariatedispersionmodels AT lauritzens multivariatedispersionmodels |