A class of infinitely divisible variance functions with an application to the polynomial case (Q2641020)
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scientific article; zbMATH DE number 4188981
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| English | A class of infinitely divisible variance functions with an application to the polynomial case |
scientific article; zbMATH DE number 4188981 |
Statements
A class of infinitely divisible variance functions with an application to the polynomial case (English)
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1990
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Extending work of \textit{B. Jørgensen} [Scand. J. Stat., Theory Appl. 13, 187-197 (1986; Zbl 0655.62010), and J. R. Stat. Soc., Ser. B 49, 127- 162 (1987; Zbl 0662.62078)] the authors give explicit sufficient conditions for a function V to be the variance function of an infinitely divisible natural exponential family. Their conditions read: \(V^ 2\) is absolutely monotone on an interval (0,b] and V has the form \(V(\mu)=\mu^{\alpha}t(\mu)\), with \(\alpha\geq 1\), t a real analytic function and \(\mu\) denotes the mean.
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explicit sufficient conditions
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variance function
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infinitely divisible natural exponential family
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0.8559673428535461
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0.8465427756309509
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0.8465424180030823
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