On Cauchy-Stieltjes Kernel Families
Probability
2012-10-10 v1
Abstract
We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes family. We also investigate when the domain of means can be extended beyond the "natural domain".
Cite
@article{arxiv.1210.2674,
title = {On Cauchy-Stieltjes Kernel Families},
author = {Wlodek Bryc and Raouf Fakhfakh and Abdelhamid Hassairi},
journal= {arXiv preprint arXiv:1210.2674},
year = {2012}
}