Some characterizations of the natural exponential families in R^2 and related Laplace transforms

DOI10.1016/J.JMAA.2016.02.046MaRDI QIDQ268531zbMATH OpenOpenAlexFDO

Authors Joanna Matysiak

Publication date 15 April 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2016.02.046

zbMATH Keywords

Laplace transformprobability measuresvariance functions

Mathematics Subject Classification ID

Laplace transform (44A10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• Bivariate natural exponential families with linear diagonal variance functions
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• Laplace transforms which are negative powers of quadratic polynomials
• Lectures on natural exponential families and their variance functions
• Meixner matrix ensembles
• On the determinant of the second derivative of a Laplace transform
• Rational characteristic functions and geometric infinite divisibility
• Some extensions of a theorem of Marcinkiewicz
• Some further extensions of a theorem of Marcinkiewicz
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• The diagonal multivariate natural exponential families and their classification

Cited in

(12)

• On the determinant of the second derivative of a Laplace transform
• A reverse martingale property that characterizes the natural exponential family with quadratic variance function
• A characterization of simple quadratic natural exponential families with a reverse martingale property
• A characterization of Poisson-Gaussian families by convolution-stability
• Duality for real and multivariate exponential families
• Critical sets, crowns and local maximum independent sets
• Natural exponential families and Lie algebras
• Laplace transforms which are negative powers of quadratic polynomials
• Familles Exponentielles Naturelles sur \Bbb R d Invariantes par un Groupe
• scientific article; zbMATH DE number 590295 (Why is no real title available?)
• scientific article; zbMATH DE number 850382 (Why is no real title available?)
• Zero regression characterizations of natural exponential families generated by Lévy stable laws -- a complementary subclass

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