Characteristic property of a class of multivariate variance functions

DOI10.1007/s10986-015-9295-7zbMath1329.62248OpenAlexW2194124705MaRDI QIDQ904333

Abdelaziz Ghribi, Afif Masmoudi, Célestin C. Kokonendji

Publication date: 13 January 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-015-9295-7

zbMATH Keywords

steepnessmomentvariance functionabsolutely monotonic functiondomain of meansmultivariate exponential family

Mathematics Subject Classification ID

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

Related Items (1)

Characterization and classification of multiple stable Tweedie models

Cites Work

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• Natural real exponential families with cubic variance functions
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• A characterization of the Wishart exponential families by an invariance property
• Natural exponential families with quadratic variance functions
• The diagonal multivariate natural exponential families and their classification
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Extension of the variance function of a steep exponential family
• On normal stable Tweedie models and power-generalized variance functions of only one component

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