Simulations of full multivariate Tweedie with flexible dependence structure.

Johann Cuenin Bent Jørgensen Célestin C. Kokonendji

Published in: Comput. Stat. (2016)

Keyphrases

dependence structure
marginal distributions
higher order statistics
markov networks
stochastic systems
training data
signal processing
maximum likelihood
wavelet coefficients
probabilistic graphical models