A characterization of Poisson-Gaussian families by convolution-stability

DOI10.1006/jmva.2001.1995zbMath1011.62051OpenAlexW1999144041MaRDI QIDQ1604622

Denys Pommeret, Angelo Efoevi Koudou

Publication date: 8 July 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.1995

zbMATH Keywords

convolutionvariance functionnatural exponential familiesmarginal lawPoisson-Gaussian families

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

A characterization of Poisson-Gaussian families by generalized variance ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component

Cites Work

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• On a problem connected with quadratic regression
• A characterization of the poisson process by conditional moments
• La convergence des fonctions variance des familles exponentielles naturelles
• Stabilité des familles exponentielles naturelles par convolution (Convolution et familles exponentielles naturelles)

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