Duality for real and multivariate exponential families

DOI10.1016/j.jmva.2021.104811zbMath1493.62273arXiv2104.05510OpenAlexW3197230089WikidataQ115570106 ScholiaQ115570106MaRDI QIDQ2062765

Gérard Letac

Publication date: 3 January 2022

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

Full work available at URL: https://arxiv.org/abs/2104.05510

zbMATH Keywords

large deviationsWishart distributionsTweedie scaleLandau distributiondilogarithm distributionquadratic and cubic real exponential families

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Related Items (1)

An inverse Sanov theorem for exponential families

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
• The diagonal multivariate natural exponential families and their classification
• Exponential families with variance functions in \(\sqrt {\Delta}P(\sqrt {\Delta})\): Seshadri's class
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• On two extensions of the canonical Feller-Spitzer distribution
• Associated Natural Exponential Families and Elliptic Functions
• The Dilogarithm Function
• THE LANDAU DISTRIBUTION FOR CHARGED PARTICLES TRAVERSING THIN FILMS
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