Natural exponential families and self-decomposability

DOI10.1016/0167-7152(92)90089-NzbMath0742.60015OpenAlexW2023819517MaRDI QIDQ1186042

Gérard Letac, Shaul K. Bar-Lev, Daoud Bshouty

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90089-n

zbMATH Keywords

natural exponential familyexponential dispersion modelself- decomposable probability distributionunimodal populations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Stochastic differential equations applied to the study of geophysical and financial time series ⋮ Taylor's law for some infinitely divisible probability distributions from population models ⋮ Processes of Meixner type

Cites Work

• Reproducibility and natural exponential families with power variance functions
• Natural exponential families with quadratic variance functions
• Unimodality of infinitely divisible distribution functions of class L
• Survival models for heterogeneous populations derived from stable distributions
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