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...

A new class of robust regression estimators is proposed that forms an alternative to traditional robust one-step estimators and that achieves the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$\sqrt{n}$</EquationSource> </InlineEquation> rate of convergence irrespective of the initial estimator under a wide range of distributional assumptions. The proposed reweighted least...</equationsource></inlineequation>