On the determinant of the second derivative of a Laplace transform

DOI10.1214/aos/1032298297zbMath0868.62047OpenAlexW2043620846MaRDI QIDQ1354419

Célestin C. Kokonendji, Vanamamalai Seshadri

Publication date: 5 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032298297

zbMATH Keywords

Laplace transformcharacterizationnatural exponential familygeneralized variancepositive measureGaussian lawquadratic variance functionsdeterminants of moment matricesRao-Blackwell estimator

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Sufficiency and information (62B99)

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Cites Work

• A characterization of the Wishart exponential families by an invariance property
• On the determinants of moment matrices
• Natural exponential families with quadratic variance functions
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
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