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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...
Persistent link: https://www.econbiz.de/10010994265
Persistent link: https://www.econbiz.de/10005613248
<Para ID="Par1">Large spatial data sets require innovative techniques for computationally efficient statistical estimation. In this comment some aspects of local predictor selection are explored, with a view towards spatially coherent field prediction and uncertainty quantification. Copyright Sociedad de...</para>
Persistent link: https://www.econbiz.de/10011240910