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: | Jorgensen, B, Lauritzen, S |
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Format: | Journal article |
Language: | English |
Published: |
2000
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