Variance functions with meromorphic means (Q1176372)

A natural exponential family is characterized by a pair \((\Omega,V)\) where \(\Omega\), the mean domain, is an open interval in \(\mathbb{R}\) and \(V\) is the associated variance function, regarded as a function of the mean. The authors make a further contribution to the problem of characterizing the set of possible pairs \((\Omega,V)\), a question of interest for the construction of generalized linear models. One of their main results states that, if the mean function has a meromorphic continuation to \(\mathbb{C}\) and if, further, \(V\) has a unique analytic continuation to \(\mathbb{C}\), except for isolated singularities, then \(V\) must be a polynomial of degree at most two. All proofs are based on complex analysis methods.