article · 2000
Stability for Multivariate Exponential Families
August A. Balkema, Claudia Klüppelberg, Sidney I. Resnick
Cited by 0Abstract and details only
Abstract
A random vector X generates a natural exponential family of vectors X , 2 , where is the set where the moment generating function (mgf) K() = Ee X is finite. Assume that is open and X non-degenerate. Suppose there exist affine transformations ff (x) = A x+a depending continuously on the parameter and a non-degenerate vector Y so that ff \\Gamma1 (X ) ) Y when diverges. In this paper it will be shown that the limit vector satisfies a stability relation. Some examples of this limit relation are presented. AMS Subject Classifications: Primary 60F05; secondary 60E05,44A10 Keywords: Esscher, exponential family, Laplace transform, multivariate, stability Author for correspondence. 1 1 Introduction Exponential group families are of special interest to statisticians. Recently there has also been interest in this subject from the quarter of mathematical physics. The book Faraut and Kor'anyi [1994] gives a complete classification of all exponential families which are ge...
Cite this paper
Balkema, A. A., Klüppelberg, C., & Resnick, S. I. (2000). Stability for Multivariate Exponential Families.
Balkema, August A., et al. “Stability for Multivariate Exponential Families.” 2000.
Balkema, August A., Claudia Klüppelberg, and Sidney I. Resnick. 2000. “Stability for Multivariate Exponential Families.”
Balkema, A.A., Klüppelberg, C. and Resnick, S.I. (2000) ‘Stability for Multivariate Exponential Families’.
@article{balkema2000stability,
title = {{Stability for Multivariate Exponential Families}},
author = {Balkema, August A. and Klüppelberg, Claudia and Resnick, Sidney I.},
year = {2000}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.