Trace of the variance-covariance matrix in natural exponential families

DOI10.1080/03610926.2012.762400MaRDI QIDQ5259126zbMATHOpenAlexFDO

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

zbMATH Keywords

asymptotic propertiestracenatural exponential familyestimatorvariance functionmean parameter

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3423386 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• 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
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)

Cited in

(1)

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

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