Generalized variance and exponential families

DOI10.1214/aos/1018031116zbMath0945.62017OpenAlexW2018326386MaRDI QIDQ1807164

Abdelhamid Hassairi

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1018031116

zbMATH Keywords

natural exponential familyvariance functiongeneralized varianceskewness vector

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

A characterization of Poisson-Gaussian families by generalized variance ⋮ Multivariate normal \(\alpha\)-stable exponential families ⋮ Infinitely divisible distributions arising from first crossing times and related results ⋮ On the Monge-Ampère equation for characterizing gamma-Gaussian model ⋮ Unnamed Item ⋮ Characterization of multinomial exponential families by generalized variance ⋮ Generalized variance functions for infinitely divisible mixture distributions ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component

Cites Work

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• Natural real exponential families with cubic variance functions
• On the determinants of moment matrices
• Natural exponential families with quadratic variance functions
• Conjugate priors for exponential families
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• The Lindsay transform of natural exponential families
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE

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