Article ID Journal Published Year Pages File Type
1149708 Journal of Statistical Planning and Inference 2009 16 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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