Article ID Journal Published Year Pages File Type
1145699 Journal of Multivariate Analysis 2014 18 Pages PDF
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
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