On Cauchy-Stieltjes kernel families
نویسندگان
چکیده
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”.
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 124 شماره
صفحات -
تاریخ انتشار 2014