scientific article

From MaRDI portal
Revision as of 13:30, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2718722

zbMath0983.62501MaRDI QIDQ2718722

Gérard Letac

Publication date: 9 May 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (83)

Some characterizations of the natural exponential families in \(\mathbb{R}^2\) and related Laplace transformsOn Strict Arcsine DistributionGeneralizations of Non Central Negative Binomial, Charlier Series Distributions, and Their Extensions by Lagrange ExpansionCharacterization of the cubic exponential families by orthogonality of polynomials.Poisson Limit Laws for Exponential Dispersion ModelsExponential families with variance functions in \(\sqrt {\Delta}P(\sqrt {\Delta})\): Seshadri's classOn Kummer's distribution of type two and a generalized beta distributionResolution of a conjecture on variance functions for one-parameter natural exponential familiesReduction functions for the variance function of one-parameter natural exponential familyMoment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposabilityBayesian approach to cubic natural exponential familiesOn the determinant of the second derivative of a Laplace transformThe \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)Conditional natural exponential familiesCharacterization of the inverse stable subordinatorWhich multivariate gamma distributions are infinitely divisible?On limiting towards the boundaries of exponential familiesOn the UMVU estimator for the generalized variance of the multinomial familyThe non-central negative binomial distribution: Further properties and applicationsMultidimensional Bhattacharyya matrices and exponential familiesOrthogonal polynomials and natural exponential familiesAsymptotic properties of the estimator for a finite mixture of exponential dispersion modelsThe Lindsay transform of natural exponential familiesCharacterization of quadratic Cauchy-Stieltjes kernel families based on the orthogonality of polynomialsGeneralized convolution product of an infinitely divisible distribution and a Bernoulli distributionUnnamed ItemA construction of the UMVU estimator for simple quadratic natural exponential familiesUnbiased estimation in the multivariate natural exponential family with simple quadratic variance functionCauchy–Stieltjes families with polynomial variance functions and generalized orthogonalityOn the mean value parametrization of natural exponential families -- a revisited reviewGibbs sampling, exponential families and orthogonal polynomialsAsymptotic behavior of some cone-valued infinitely divisible stochastic process through projectionOn Kendall-Ressel and related distributionsStitching pairs of Lévy processes into harnessesOn the geometry of discrete exponential families with application to exponential random graph modelsMaximum likelihood estimation in log-linear modelsMethods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF'sA note on natural exponential families with cuts.Characterization and classification of multiple stable Tweedie modelsOrthogonality of the Sheffer system associated to a Lévy processStatistical properties of the single linkage hierarchical clustering estimatorMultivariate stable exponential families and Tweedie scaleGeneralized maximum likelihood estimates for exponential familiesA Bivariate Generalization of the Noncentral Negative Binomial DistributionMixture of the Riesz Distribution with Respect to a Multivariate PoissonFirst passage times on zero and one and natural exponential familiesExtension of the variance function of a steep exponential familyOne-sided Cauchy-Stieltjes kernel familiesA note on exponential dispersion models which are invariant under length-biased samplingMaximum likelihood estimation for discrete exponential families and random graphsCharacterization of multinomial exponential families by generalized varianceCharacterization of the simple cubic multivariate exponential familiesPolynomial expansions of density of power mixturesAn extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processesClosures of exponential families\(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degreeBhattacharyya matrices and cubic exponential familiesThe real powers of the convolution of a negative binomial distribution and a Bernoulli distributionOn Lévy measures for infinitely divisible natural exponential familiesUniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equationsPosterior variance for quadratic natural exponential familiesSecond order minimax estimation of the meanTHE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUESThe mean radius of curvature of an exponential familyApproximating the probability density function of a transformation of random variablesGeneralized variance functions for infinitely divisible mixture distributionsOn two extensions of the canonical Feller-Spitzer distributionGeneralized variance and exponential familiesJean-Louis Koszul and the Elementary Structures of Information GeometryA Discrete Distribution Arising as a Solution of a Linear Difference Equation: Extension of the Non Central Negative Binomial DistributionOn the real natural exponential families of grand-BabelUnnamed ItemDuality for real and multivariate exponential familiesProcesses of Meixner typeStructural, continuity, and asymptotic properties of a branching particle systemCharacterization of the Riesz exponential family on homogeneous conesSome Utilizations of LambertWFunction in Distribution TheoryCharacterizations of some polynomial variance functions by \(d\)-pseudo-orthogonalityNatural exponential families associated to Pick functionsA characterization of simple quadratic natural exponential families with a reverse martingale propertyA characterization of multivariate normal stable Tweedie models and their associated polynomialsA characterization of Poisson-Gaussian families by convolution-stabilityLévy processes time-changed by the first-exit time of the inverse Gaussian subordinator






This page was built for publication: