Title of article
Multivariate stable exponential families and Tweedie scale
Author/Authors
Hassairi، نويسنده , , A. and Louati، نويسنده , , M.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
16
From page
143
To page
158
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.
Keywords
Stable distribution , Natural exponential family , Variance function , Tweedie scale
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2219779
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