• 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