Extension of the variance function of a steep exponential family
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Publication:1765613
DOI10.1016/j.jmva.2003.09.010zbMath1060.62010OpenAlexW2048039445MaRDI QIDQ1765613
Afif Masmoudi, Abdelhamid Hassairi
Publication date: 23 February 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.010
Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
- Natural real exponential families with cubic variance functions
- A characterization of the Wishart exponential families by an invariance property
- Natural exponential families with quadratic variance functions
- The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
- Convex Analysis
- Riesz exponential families on symmetric cones
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