Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149708 | Journal of Statistical Planning and Inference | 2009 | 16 Pages |
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
Authors
A. Hassairi, M. Louati,