Trace of the variance-covariance matrix in natural exponential families

DOI10.1080/03610926.2012.762400zbMATH Open1328.62115OpenAlexW2093287446MaRDI QIDQ5259126FDOQ5259126

Authors: Taher Ben Arab, Afif Masmoudi, Mourad Zribi 

Publication date: 24 June 2015

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.762400

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zbMATH Keywords

asymptotic propertiestracenatural exponential familyestimatorvariance functionmean parameter

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Parametric inference (62F99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Natural exponential families with quadratic variance functions
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Natural real exponential families with cubic variance functions
• Comparing UMVU and ML estimators of the generalized variance for natural exponential families
• Conditional natural exponential families
• Estimators of the generalized variance for nonnormal exponential families
• Title not available (Why is that?)

Cited In (1)

• Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection

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