On a property of strongly reproductive exponential families on \({\mathbb{R}}\)

DOI10.1016/0167-7152(88)90116-2zbMath0633.62014MaRDI QIDQ1096271

B. George

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90116-2

zbMATH Keywords

independence; decomposition; natural exponential family; gamma law; affine dual foliations; Choquet-Deny theorem; identically distributed; chi-squared distributed quadratic forms; Strongly reproductive exponential models

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E15: Exact distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions