Multidimensional Bhattacharyya Matrices and Exponential Families

Pommeret, Denys

doi:10.1006/jmva.1997.1693

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Multivariate Extension1

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Cited by 9 publications

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“…Examples of multivariate polynomials Q A,n can be found in [15] and their norms Q A,n (., m 0 ) 2 are given in [16].…”

Section: Multivariate Extensionmentioning

confidence: 99%

Polynomial expansions of density of power mixtures

Pommeret

2007

ESAIM: PS

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Abstract. For any given random variable Y with infinitely divisible distribution in a quadratic natural exponential family we obtain a polynomial expansion of the power mixture density of Y . We approach the problem generally, and then consider certain distributions in greater detail. Various applications are indicated and the results are also applied to obtain approximations and their error bounds. Estimation of density and goodness-of-fit test are derived.Mathematics Subject Classification. 60E05, 62E17.

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“…Examples of multivariate polynomials Q A,n can be found in [15] and their norms Q A,n (., m 0 ) 2 are given in [16].…”

Section: Multivariate Extensionmentioning

confidence: 99%

Polynomial expansions of density of power mixtures

Pommeret

2007

ESAIM: PS

Self Cite

View full text Add to dashboard Cite

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“…Several researchers are interested in the measurement of dispersion based on the variance function in the infinitely divisible natural exponential families. Exponential families play an important role in probability and statistics (Pommeret (1997(Pommeret ( , 2003 which are commonly applied to describe real world phenomena and are most frequently used in different fields such as medicine, finance, biological and engineering sciences, in particular by modelling the survival analysis data.…”

Section: Introductionmentioning

confidence: 99%