Extension of the variance function of a steep exponential family

DOI10.1016/J.JMVA.2003.09.010MaRDI QIDQ1765613zbMATH OpenOpenAlexFDO

Authors Afif Masmoudi, Abdelhamid Hassairi

Publication date 23 February 2005

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

Full work available at URL https://doi.org/10.1016/j.jmva.2003.09.010

zbMATH Keywords

steepnessconvexexposed face

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

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Cites work

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• A characterization of the Wishart exponential families by an invariance property
• Convex Analysis
• Lectures on natural exponential families and their variance functions
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions
• Riesz exponential families on symmetric cones
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)

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(7)

• Characterization of multinomial exponential families by generalized variance
• Conditional natural exponential families
• Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution
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• Characteristic property of a class of multivariate variance functions
• On limiting towards the boundaries of exponential families.
• Poisson Limit Laws for Exponential Dispersion Models

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