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
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
Journal title :
Journal of Statistical Planning and Inference