A reverse martingale property that characterizes the natural exponential family with quadratic variance function
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We give a characterization of the natural exponential family with quadratic variance function in terms of a discrete-time reverse martingale-like property. The proof of this result is based on the properties of the set of UMVU estimable functions.
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Cites work
Cited in
(4)- A characterization of simple quadratic natural exponential families with a reverse martingale property
- Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function
- scientific article; zbMATH DE number 1069541 (Why is no real title available?)
- Martingales Defined by Reciprocals of Sums and Related Characterizations
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