Some statistical properties of multivariate proper dispersion models, with special reference to a multivariate gamma model
A broad class of error distributions for generalized linear models is provided by the class of dispersion models which was introduced by Jorgensen (1987a, 1997a) and a detailed study on dispersion models was made by Jorgensen (1997b). In this thesis we study multivariate proper dispersion models....
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| Format: | Others |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/2429/8230 |