Trace of the Variance-Covariance Matrix in Natural Exponential Families

DOI10.1080/03610926.2012.762400zbMath1328.62115OpenAlexW2093287446MaRDI QIDQ5259126

Taher Ben Arab, Mourad Zribi, Afif Masmoudi

Publication date: 24 June 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.762400

zbMATH Keywords

asymptotic propertiestracenatural exponential familyvariance functionestimatormean parameter

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Parametric inference (62F99)

Related Items (1)

Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection

Cites Work

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• Natural real exponential families with cubic variance functions
• Conditional natural exponential families
• Natural exponential families with quadratic variance functions
• On the determinant of the second derivative of a Laplace transform
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Estimateurs de la variance généralisée pour des familles exponentielles non gaussiennes
• Comparing UMVU and ML estimators of the generalized variance for natural exponential families

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