A classification of reproducible natural exponential families in the broad sense

DOI10.1023/A:1022286606451MaRDI QIDQ1868451zbMATH OpenOpenAlexFDO

Authors Shaul K. Bar-Lev, Muriel Casalis

Publication date 27 April 2003

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022286606451

zbMATH Keywords

infinitely divisible distributionsreproducibilitynatural exponential familiesvariance functionsexponential dispersion models

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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• Domains of attraction for exponential families.
• Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
• Reproducibility and natural exponential families with power variance functions
• Reproducibility in the one-parameter exponential family
• On standard conjugate families for natural exponential families with bounded natural parameter space

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