Characterization of multinomial exponential families by generalized variance

DOI10.1016/j.spl.2010.02.004zbMath1187.62096MaRDI QIDQ973171

Afif Masmoudi, Abdelaziz Ghribi

Publication date: 28 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.02.004

zbMATH Keywords

exponential family; variance function; multinomial distribution; generalized variance; means domain

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E10: Characterization and structure theory of statistical distributions

Related Items

On the UMVU estimator for the generalized variance of the multinomial family, Asymptotic properties of the estimator for a finite mixture of exponential dispersion models, Integrating the EM algorithm with particle filter for image restoration with exponential dispersion noise, On the Monge-Ampère equation for characterizing gamma-Gaussian model, Characteristic property of a class of multivariate variance functions, Generalized variance functions for infinitely divisible mixture distributions, A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A characterization of Poisson-Gaussian families by generalized variance
• Generalized variance estimators in the multivariate gamma models
• The diagonal multivariate natural exponential families and their classification
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Extension of the variance function of a steep exponential family
• Generalized variance and exponential families
• Estimateurs de la variance généralisée pour des familles exponentielles non gaussiennes
• Comparing UMVU and ML estimators of the generalized variance for natural exponential families