Reduction functions for the variance function of one-parameter natural exponential family

DOI10.1016/j.spl.2018.02.010zbMath1406.60027arXiv1510.03966OpenAlexW2792502286WikidataQ115566845 ScholiaQ115566845MaRDI QIDQ1640973

Xiongzhi Chen

Publication date: 14 June 2018

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

Full work available at URL: https://arxiv.org/abs/1510.03966

zbMATH Keywords

natural exponential familyvariance functioninfinitely divisibilityreduction function

Mathematics Subject Classification ID

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

Cites Work

• Natural real exponential families with cubic variance functions
• Reproducibility and natural exponential families with power variance functions
• Natural exponential families with quadratic variance functions
• On Strict Arcsine Distribution
• The Lindsay transform of natural exponential families
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