A reverse martingale property that characterizes the natural exponential family with quadratic variance function

DOI10.1016/S0167-7152(00)00033-XzbMath0962.62009OpenAlexW2025998710MaRDI QIDQ1579538

Fernando López-Blázquez, Begoña Salamanca-Miño

Publication date: 19 June 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00033-x

zbMATH Keywords

orthogonal polynomialsexponential familiesUMVU estimation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function ⋮ A characterization of simple quadratic natural exponential families with a reverse martingale property

Cites Work

• Natural exponential families with quadratic variance functions: Statistical theory
• Natural exponential families with quadratic variance functions
• Lévy processes, polynomials and martingales
• The Construction of Uniformly Minimum Variance Unbiased Estimators for Exponential Distributions

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