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

页码：143 / 158

页数：16

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