Multidimensional Bhattacharyya matrices and exponential families

DOI10.1006/jmva.1997.1693zbMath0909.62053MaRDI QIDQ1372220

Denys Pommeret

Publication date: 12 November 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1693

zbMATH Keywords

characterization; variance function; multivariate Bhattacharyya matrix; quadratic natural exponential family

Mathematics Subject Classification ID

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

Related Items

Unnamed Item, Polynomial expansions of density of power mixtures, Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials., \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree, A view on Bhattacharyya bounds for inverse Gaussian distributions, A construction of the UMVU estimator for simple quadratic natural exponential families, Characterizations of some polynomial variance functions by \(d\)-pseudo-orthogonality

Cites Work

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• Natural exponential families with quadratic variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Orthogonal polynomials and natural exponential families
• Diagonality of the Bhattacharyya Matrix As a Characterization
• Some Classes of Orthogonal Polynomials Associated with Martingales
• Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion
• Some characterizations based on the Bhattacharya matrix
• On the Variance of Estimates