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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 361–372
(Mi tvp3482)
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This article is cited in 10 scientific papers (total in 10 papers)
Cuts in natural exponential families
O. E. Barndorff-Nielsena, A. E. Koudoub a Department of Theoretical Statistics, Institute of Mathematics, Aarhus University
b Laboratoire de Statistique et Probabilitiés, Université Paul Sabatier, Toulouse
Abstract:
A simplified and extended theory of cuts in natural exponential families is established. Further, an open question in this subject area is solved, in the negative, by a counter-example, and a link to the recent theory of variance functions for natural exponential families is pointed out.
Keywords:
a cut, natural exponential families, the Laplace transform, variance function, marginal variance function, marginal distribution.
Received: 15.10.1992
Citation:
O. E. Barndorff-Nielsen, A. E. Koudou, “Cuts in natural exponential families”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 361–372; Theory Probab. Appl., 40:2 (1995), 220–229
Linking options:
https://www.mathnet.ru/eng/tvp3482 https://www.mathnet.ru/eng/tvp/v40/i2/p361
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