Reproducibility and Natural Exponential Families with Power Variance Functions
Bar-Lev, Shaul K. ; Enis, Peter
Ann. Statist., Tome 14 (1986) no. 2, p. 1507-1522 / Harvested from Project Euclid
Let $X_1, \cdots, X_n$ be i.i.d. r.v.'s having common distribution belonging to a family $\mathscr{F} = \{F_\theta: \theta \in \Theta \subset R\}$ indexed by a parameter $\theta$. $\mathscr{F}$ is said to be reproducible if there exists a sequence $\{\alpha(n)\}$ such that $\mathscr{L}(\alpha(n)\sum^n_{i=1} X_i) \in \mathscr{F}$ for all $\theta \in \Theta$ and $n = 1, 2, \cdots$. This property is investigated in connection with linear exponential families of order 1 and its intimate relationship to such families having a power variance function is demonstrated. Moreover, the role of such families is examined, in a unified approach, with respect to properties relative to infinite divisibility, steepness, convolution, stability, self-decomposability, unimodality, and cumulants.
Publié le : 1986-12-14
Classification:  Natural exponential family,  power variance function,  infinite divisibility,  reproducibility,  stable distributions,  variance function,  self-decomposable distribution,  unimodality,  60E05,  62E10
@article{1176350173,
     author = {Bar-Lev, Shaul K. and Enis, Peter},
     title = {Reproducibility and Natural Exponential Families with Power Variance Functions},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1507-1522},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350173}
}
Bar-Lev, Shaul K.; Enis, Peter. Reproducibility and Natural Exponential Families with Power Variance Functions. Ann. Statist., Tome 14 (1986) no. 2, pp.  1507-1522. http://gdmltest.u-ga.fr/item/1176350173/