Multivariate dispersion models

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Multivariate dispersion models. / Jorgensen, B; Lauritzen, Steffen L.

In: Journal of Multivariate Analysis, Vol. 74, No. 2, 2000, p. 267-281.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jorgensen, B & Lauritzen, SL 2000, 'Multivariate dispersion models', Journal of Multivariate Analysis, vol. 74, no. 2, pp. 267-281. https://doi.org/10.1006/jmva.1999.1885

APA

Jorgensen, B., & Lauritzen, S. L. (2000). Multivariate dispersion models. Journal of Multivariate Analysis, 74(2), 267-281. https://doi.org/10.1006/jmva.1999.1885

Vancouver

Jorgensen B, Lauritzen SL. Multivariate dispersion models. Journal of Multivariate Analysis. 2000;74(2):267-281. https://doi.org/10.1006/jmva.1999.1885

Author

Jorgensen, B ; Lauritzen, Steffen L. / Multivariate dispersion models. In: Journal of Multivariate Analysis. 2000 ; Vol. 74, No. 2. pp. 267-281.

Bibtex

@article{b91039ba589b4d09914bcb175d3295e8,
title = "Multivariate dispersion models",
abstract = "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.",
author = "B Jorgensen and Lauritzen, {Steffen L.}",
year = "2000",
doi = "10.1006/jmva.1999.1885",
language = "English",
volume = "74",
pages = "267--281",
journal = "Journal of Multivariate Analysis",
issn = "0047-259X",
publisher = "Academic Press",
number = "2",

}

RIS

TY - JOUR

T1 - Multivariate dispersion models

AU - Jorgensen, B

AU - Lauritzen, Steffen L.

PY - 2000

Y1 - 2000

N2 - 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.

AB - 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.

U2 - 10.1006/jmva.1999.1885

DO - 10.1006/jmva.1999.1885

M3 - Journal article

VL - 74

SP - 267

EP - 281

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

SN - 0047-259X

IS - 2

ER -

ID: 127870259