Bivariate natural exponential families with quadratic diagonal of the variance function
Statistics Theory
2015-04-22 v1 Statistics Theory
Abstract
We characterize bivariate natural exponential families having the diagonal of the variance function of the form with and . The solution of the problem relies on finding the conditions under which a specific parametric family of functions consists of Laplace transforms of some probability measures.
Keywords
Cite
@article{arxiv.1504.05219,
title = {Bivariate natural exponential families with quadratic diagonal of the variance function},
author = {Joanna Matysiak},
journal= {arXiv preprint arXiv:1504.05219},
year = {2015}
}