Variance functions with meromorphic means
A natural exponential family is characterized by a pair \((\Omega,V)\) where \(\Omega\), the mean domain, is an open interval in \(\mathbb{R}\) and \(V\) is the associated variance function, regarded as a function of the mean. The authors make a further contribution to the problem of characterizing the set of possible pairs \((\Omega,V)\), a question of interest for the construction of generalized linear models. One of their main results states that, if the mean function has a meromorphic continuation to \(\mathbb{C}\) and if, further, \(V\) has a unique analytic continuation to \(\mathbb{C}\), except for isolated singularities, then \(V\) must be a polynomial of degree at most two. All proofs are based on complex analysis methods.
- Rational variance functions
- On polynomial variance functions
- Natural exponential families associated to Pick functions
- The diagonal multivariate natural exponential families and their classification
- On the mean value parametrization of natural exponential families -- a revisited review
- On the real natural exponential families of grand-Babel
- On a characterization of variance functions of natural exponential families
- Resolution of a conjecture on variance functions for one-parameter natural exponential families
- Second order minimax estimation of the mean
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