Exponential transformation models

DOI10.1098/RSPA.1982.0004MaRDI QIDQ3936006zbMATH OpenOpenAlexFDO

Authors Jens Ledet Jensen, Bent Jørgensen, Ole E. Barndorff-Nielsen, Preben Blæsild

Publication date 1982

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1982.0004

zbMATH Keywords

exponential familiesgeneralized inverse Gaussian distributiongroup representationshyperboloid distributioninvariant measurenormal distributionsufficient statistictransformation groupstransformation models

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Exact distribution theory in statistics (62E15)

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Cited in

(32)

• Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
• A note on inference for the mean parameter of the gamma distribution
• A test of uniformity on shape spaces.
• The admissibility of the empirical mean location for the matrix von Mises-Fisher family
• On the structure of transformation models
• Burn-in for a time-transformed exponential model
• A method to construct exponential families by representation theory
• On Gaussian group convex models
• Information geometry and Hamiltonian systems on Lie groups
• Riesz inverse Gaussian distributions
• Duality between matrix variate \(t\) and matrix variate V.G. distributions
• The Matsumoto\,-\,Yor property and the structure of the Wishart distribution
• scientific article; zbMATH DE number 3870385 (Why is no real title available?)
• The rules of conditional inference: Is there a universal definition of nonformation?
• Groups acting on Gaussian graphical models
• scientific article; zbMATH DE number 4128219 (Why is no real title available?)
• On Stochastic Approximation and Credibility
• Bayesian multivariate normal analysis with a wishart prior
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
• On the conditions for the existence of ancillary statistics in a curved exponential family
• A q-analogue of the family of Poincaré distributions on the upper half plane
• Esscher transforms and consumption-based models
• A bridge between invariant theory and maximum likelihood estimation
• Ole E. Barndorff-Nielsen: sand, wind and inference
• Orthogeodesic models
• The effect of the prior and the experimental design on the inference of the precision matrix in Gaussian chain graph models
• Matrix variate gamma distributions with unrestricted shape parameter
• Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions
• Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
• More on connections between Wishart and matrix GIG distributions
• The Matsumoto-Yor property on trees for matrix variates of different dimensions

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