Exponential models, brownian motion, and independence
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Publication:3833411
DOI10.2307/3314728zbMath0677.62010OpenAlexW2001461853MaRDI QIDQ3833411
No author found.
Publication date: 1988
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3314728
steepnessindependenceexponential distributionWiener processBrownian motiongamma distributioninverse-Gaussian distributionchi-squaredaffine dual foliationsreproductive exponential modelsparallel foliation
Exact distribution theory in statistics (62E15) Parametric inference (62F99) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
- Exponential models with affine dual foliations
- Reproductive exponential families
- An exponential subfamily which admits UMPU tests based on a single test statistic
- Natural exponential families with quadratic variance functions
- The joint density of the maximum and its location for a Wiener process with drift