A class of infinitely divisible variance functions with an application to the polynomial case

DOI10.1016/0167-7152(90)90017-2zbMath0721.62017OpenAlexW2024694330MaRDI QIDQ2641020

Shaul K. Bar-Lev, Daoud Bshouty

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90017-2

zbMATH Keywords

variance functionexplicit sufficient conditionsinfinitely divisible natural exponential family

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

On the mean value parametrization of natural exponential families -- a revisited review ⋮ Regression of polynomial statistics on the sample mean and natural exponential families ⋮ Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF's

Cites Work

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• Natural real exponential families with cubic variance functions
• Rational variance functions
• Natural exponential families with quadratic variance functions

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