Extension of the variance function of a steep exponential family

DOI10.1016/j.jmva.2003.09.010zbMath1060.62010OpenAlexW2048039445MaRDI QIDQ1765613

Afif Masmoudi, Abdelhamid Hassairi

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.010

zbMATH Keywords

steepnessconvexexposed face

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Poisson Limit Laws for Exponential Dispersion Models ⋮ Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution ⋮ Characteristic property of a class of multivariate variance functions ⋮ Characterization of multinomial exponential families by generalized variance

Cites Work

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• Natural real exponential families with cubic variance functions
• A characterization of the Wishart exponential families by an invariance property
• Natural exponential families with quadratic variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Convex Analysis
• Riesz exponential families on symmetric cones

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