Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function

DOI10.1016/S0047-259X(02)00048-9zbMath1020.62050OpenAlexW4235179443MaRDI QIDQ1400139

Fernando López-Blázquez, David Gutiérrez Rubio

Publication date: 13 August 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(02)00048-9

zbMATH Keywords

orthogonal polynomialsexponential familiesorthogonal expansionslimit distributionsmultivariate Hermite polynomials

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• Natural exponential families with quadratic variance functions
• Asymptotic efficiency of minimum variance unbiased estimators
• The diagonal multivariate natural exponential families and their classification
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Orthogonal polynomials and natural exponential families
• Estimateur de variance minimum et familles exponentielles naturelles

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