O. E. Barndorff-Nielsen, A. E. Koudou, “Cuts in natural exponential families”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 2,Pages <nobr>361

This article is cited in 10 papers

Cuts in natural exponential families

O. E. Barndorff-Nielsen^a, A. E. Koudou^b

^a Department of Theoretical Statistics, Institute of Mathematics, Aarhus University
^b Laboratoire de Statistique et Probabilitiés, Université Paul Sabatier, Toulouse

Abstract: A simplified and extended theory of cuts in natural exponential families is established. Further, an open question in this subject area is solved, in the negative, by a counter-example, and a link to the recent theory of variance functions for natural exponential families is pointed out.

Keywords: a cut, natural exponential families, the Laplace transform, variance function, marginal variance function, marginal distribution.

Received: 15.10.1992

Language: English