As an extension to normal gamma and normal inverse Gaussian models, all normal stable Tweedie (NST) models are introduced for getting a simple form of the determinant of the covariance matrix, so-called generalized variance. As alternatives to the standard normal model, multivariate NST models...

We study the k-dimensional gamma-Gaussian model (k1) composed by distributions of random vector X=(X1,X2,…,Xk)⊤, where X1 is a univariate gamma distributed, and (X2,…,Xk) given X1 are k−1 real independent Gaussian variables with variance X1. We first solve a particular Monge–Ampère...