Natural Exponential Families with Quadratic Variance Functions: Statistical Theory
Morris, Carl N.
Ann. Statist., Tome 11 (1983) no. 1, p. 515-529 / Harvested from Project Euclid
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The normal, Poisson, gamma, binomial, negative binomial, and NEFGHS distributions are the six univariate natural exponential families (NEF) with quadratic variance functions (QVF). This sequel to Morris (1982) treats certain statistical topics that can be handled within this unified NEF-QVF formulation, including unbiased estimation, Bhattacharyya and Cramer-Rao lower bounds, conditional distributions and moments, quadratic regression, conjugate prior distributions, moments of conjugate priors and posterior distributions, empirical Bayes and $G_2$ minimax, marginal distributions and their moments, parametric empirical Bayes, and characterizations.
Publié le : 1983-06-14
Classification:  Exponential families,  natural exponential families,  quadratic variance function,  normal distribution,  Poisson distribution,  gamma distribution,  binomial distribution,  negative binomial distribution,  NEG-GHS distribution,  unbiased estimation,  Bhattacharyya bounds,  quadratic regression,  conjugate priors,  Bayesian analysis,  posteriror moments,  $G_2$ minimax,  parametric empirical Bayes and characterizations,  60E05,  60E07,  60F10,  62E15,  62E30 
@article{1176346158,
     author = {Morris, Carl N.},
     title = {Natural Exponential Families with Quadratic Variance Functions: Statistical Theory},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 515-529},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346158}
}

Morris, Carl N. Natural Exponential Families with Quadratic Variance Functions: Statistical Theory. Ann. Statist., Tome 11 (1983) no. 1, pp.  515-529. http://gdmltest.u-ga.fr/item/1176346158/