The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
Publication:1354423
DOI10.1214/AOS/1032298298zbMath0867.62042OpenAlexW1996193142MaRDI QIDQ1354423
Publication date: 3 August 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032298298
gammaLie algebrashyperbolicvariance functionsnatural exponential familiesmixturesnormalPoissonmultinomial distributionsMorris classsimple quadratic natural exponential families
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Natural real exponential families with cubic variance functions
- Natural exponential families with quadratic variance functions
- Conjugate priors for exponential families
- On the determinant of the second derivative of a Laplace transform
- Diagonality of the Bhattacharyya Matrix As a Characterization
- Conjugate Priors for Exponential Families Having Quadratic Variance Functions
- Some Classes of Orthogonal Polynomials Associated with Martingales
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