Multivariate stable exponential families and Tweedie scale

被引：16
|
作者：
Hassairi, A.
Louati, M.
机构：
[1] Laboratory of Probability and Statistics, Sfax Faculty of Sciences
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 02期
关键词：
Stable distribution; Natural exponential family; Variance function; Tweedie scale; PRICES;
D O I：
10.1016/j.jspi.2008.04.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we characterize the multivariate stable natural exponential families by a property of homogeneity of the cumulant function of some basis, and by a property of homogeneity of the variance function. We also extend the definition of a Tweedie scale to a finite dimensional space and we give a class of natural exponential families belonging to this scale on the space of symmetric matrices. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：143 / 158
页数：16
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