Characterization of multinomial exponential families by generalized variance

DOI10.1016/J.SPL.2010.02.004MaRDI QIDQ973171zbMATH OpenOpenAlexFDO

Authors Abdelaziz Ghribi, Afif Masmoudi

Publication date 28 May 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.02.004

zbMATH Keywords

exponential familygeneralized variancemeans domainmultinomial distributionvariance function

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Multivariate distribution of statistics (62H10)

Cites work

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• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
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Cited in

(12)

• A generalization of Poincaré's characterization of exponential families
• Generalized variance functions for infinitely divisible mixture distributions
• Generalized variance and exponential families
• A complete characterization of multivariate normal stable Tweedie models through a Monge-Ampère property
• On the Monge-Ampère equation for characterizing gamma-Gaussian model
• A characterization of the multivariate discrete exponential family
• On the UMVU estimator for the generalized variance of the multinomial family
• Asymptotic properties of the estimator for a finite mixture of exponential dispersion models
• Integrating the EM algorithm with particle filter for image restoration with exponential dispersion noise
• On the \({q}\)-continuous natural exponential family
• Exponential-compound Poisson mixture model for motor insurance claims
• Characteristic property of a class of multivariate variance functions

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