Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145699 | Journal of Multivariate Analysis | 2014 | 18 Pages |
Abstract
We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes family. We also investigate when the domain of means can be extended beyond the “natural domain”.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
WÅodek Bryc, Raouf Fakhfakh, Abdelhamid Hassairi,