On polynomial variance functions

DOI10.1007/BF01222510zbMath0766.62006MaRDI QIDQ1203932

Daoud Bshouty, Peter Enis, Shaul K. Bar-Lev

Publication date: 4 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

natural exponential familypolynomial variance functionsclass of third degree polynomialscomplex- analytic approachsubclasses of polynomials of higher degree

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Markov processes (60J99)

Related Items (11)

On Stochastic Approximation and Credibility ⋮ A Gibbs Conditional Theorem under Extreme Deviation ⋮ Resolution of a conjecture on variance functions for one-parameter natural exponential families ⋮ On the mean value parametrization of natural exponential families -- a revisited review ⋮ Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF's ⋮ Contaminated Exponential Dispersion Loss Models ⋮ A note on exponential dispersion models which are invariant under length-biased sampling ⋮ On Lévy measures for infinitely divisible natural exponential families ⋮ Credibility evaluation for the exponential dispersion family ⋮ Characterizations of some polynomial variance functions by \(d\)-pseudo-orthogonality ⋮ Exponential dispersion models and credibility

Cites Work

• Natural real exponential families with cubic variance functions
• Reproducibility and natural exponential families with power variance functions
• Rational variance functions
• Natural exponential families with quadratic variance functions
• Variance functions with meromorphic means
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On polynomial variance functions