Natural real exponential families with cubic variance functions
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Publication:751102
DOI10.1214/AOS/1176347491zbMATH Open0714.62010OpenAlexW1983495924MaRDI QIDQ751102FDOQ751102
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347491
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]fluctuation theoryreciprocitynatural exponential familyvariance functionfirst entrance time distributionspolynomial of degree three
Probability distributions: general theory (60E05) Markov processes (60J99) Characterization and structure theory of statistical distributions (62E10)
Cited In (only showing first 100 items - show all)
- Regression of polynomial statistics on the sample mean and natural exponential families
- Exponential families are not preserved by the formation of order statistics
- Associated Natural Exponential Families and Elliptic Functions
- One-sided Cauchy-Stieltjes kernel families
- Quantile based reliability aspects of partial moments
- Jeffreys versus Shtarkov distributions associated with some natural exponential families
- Orthogonal polynomial expansions to evaluate stop-loss premiums
- The singly truncated normal distribution: A non-steep exponential family
- On Kendall-Ressel and related distributions
- L-moments of residual life
- A hitting time for Lévy processes, with application to dams and branching processes
- Conditional natural exponential families
- Increasing hazard rate of mixtures for natural exponential families
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup
- On polynomials associated with Cauchy–Stieltjes kernel families
- On Poisson-Tweedie mixtures
- Bhattacharyya matrices and cubic exponential families
- \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree
- Second order minimax estimation of the mean
- On two extensions of the canonical Feller-Spitzer distribution
- Exponential families of mixed Poisson distributions
- Characterizations of GIG laws: a survey
- Testing overdispersion in the zero-inflated Poisson model
- Beta-hypergeometric distributions and random continued fractions
- A note on Dean's overdispersion test
- Functional Form for the Generalized Poisson Regression Model
- The diagonal multivariate natural exponential families and their classification
- The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
- Characterization of quadratic Cauchy-Stieltjes kernel families based on the orthogonality of polynomials
- Credibility evaluation for the exponential dispersion family
- Some properties of extreme stable laws and related infinitely divisible random variables
- A characterization of Poisson-Gaussian families by convolution-stability
- Functional Form for the Zero-Inflated Generalized Poisson Regression Model
- The limiting behavior of some infinitely divisible exponential dispersion models
- La convergence des fonctions variance des familles exponentielles naturelles
- A view on Bhattacharyya bounds for inverse Gaussian distributions
- Resolution of a conjecture on variance functions for one-parameter natural exponential families
- Random variate generators for the Poisson-Poisson and related distributions
- New families of subordinators with explicit transition probability semigroup
- Multivariate normal \(\alpha\)-stable exponential families
- Gibbs sampling, exponential families and orthogonal polynomials
- Improved score tests for one-parameter exponential family models
- On Stochastic Approximation and Credibility
- Exponential dispersion models and credibility
- Dispersion models for extremes
- Long runs under a conditional limit distribution
- On the UMVU estimator for the generalized variance of the multinomial family
- Characteristic property of a class of multivariate variance functions
- Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF's
- Second- and third-order bias reduction for one-parameter family models
- On polynomial variance functions
- Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
- The real powers of the convolution of a negative binomial distribution and a Bernoulli distribution
- Characterizations of some polynomial variance functions by \(d\)-pseudo-orthogonality
- On Lévy measures for infinitely divisible natural exponential families
- On Strict Arcsine Distribution
- First passage times on zero and one and natural exponential families
- Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
- Score tests for overdispersion in zero-inflated Poisson mixed models
- On the inconsistency of the change-point estimator for the NE family
- An extended Laha-Lukacs characterization result based on a regression property
- Local mixture models of exponential families
- Extension of the variance function of a steep exponential family
- Natural exponential families associated to Pick functions
- Generalized variance and exponential families
- Characterization of the cubic exponential families by orthogonality of polynomials.
- Statistical Analysis for the Inverse Trinomial Distribution
- A Property of Count Distributions in the Hinde–Demétrio Family
- Multivariate lifetime distributions for the exponential dispersion family
- New properties and representations for members of the power-variance family. II
- On approximations for two classes of Poisson mixtures
- Exponential families with variance functions in \(\sqrt {\Delta}P(\sqrt {\Delta})\): Seshadri's class
- The Lindsay transform of natural exponential families
- Some Utilizations of LambertWFunction in Distribution Theory
- Best efficient estimates of the intensity function of the power law process
- Scalar Statistics Which Have Constant Regression on the Mean of a Riesz Distribution
- Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function
- Normal, gamma and inverse-Gaussian are the only NEFs where the bilateral UMPU and GLR tests coincide
- Large Deviations for Clocks of Self-similar Processes
- Contaminated Exponential Dispersion Loss Models
- A class of infinitely divisible variance functions with an application to the polynomial case
- Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes
- Martingales Defined by Reciprocals of Sums and Related Characterizations
- A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers
- Real natural exponential families and generalized orthogonality
- A characterization of multivariate normal stable Tweedie models and their associated polynomials
- Affine relation between an infinitely divisible distribution function and its Lévy measure
- Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations
- New exponential dispersion models for count data: the ABM and LM classes
- Trace of the Variance-Covariance Matrix in Natural Exponential Families
- Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution
- Asymptotic Normality Through Factorial Cumulants and Partition Identities
- Infinitely divisible distributions arising from first crossing times and related results
- Bayesian approach to cubic natural exponential families
- Characterization of the Riesz exponential family on homogeneous cones
- A Gibbs Conditional Theorem under Extreme Deviation
- Reduction functions for the variance function of one-parameter natural exponential family
- A note on exponential dispersion models which are invariant under length-biased sampling
- Characterization of the simple cubic multivariate exponential families
- Exponential dispersion models for overdispersed zero-inflated count data
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