Natural exponential families associated to Pick functions

DOI10.1007/BF02565120zbMath0935.60006OpenAlexW2091611985MaRDI QIDQ1305260

Dhafer Malouche

Publication date: 4 May 2000

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02565120

zbMATH Keywords

variance functionnatural exponential familiesPick functionsquadratic action

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Characterization and structure theory of statistical distributions (62E10) Miscellaneous topics of analysis in the complex plane (30E99)

Related Items (3)

Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ On Kendall-Ressel and related distributions

Cites Work

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• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
• Variance functions with meromorphic means
• Generalized gamma convolutions and related classes of distributions and densities
• On the real natural exponential families of grand-Babel
• Classes of infinitely divisible distributions and densities
• An extension of the notion of a generalized Γ-convolution

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