Sommaire
Cet exposé décrit la fonction-variance V d'une famille exponentielle naturelle de ℝd et examine le problème de la classification des fonctions-variances de la forme

, où les Aij, Bj et C sont des matrices réelles (d,d) symétriques.
Keywords
- Exponential Family
- Natural Exponential Family
- Exponential Dispersion Model
- Quadratic Variance Function
- Nous Supposons
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© 1989 Springer-Verlag
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Letac, G. (1989). Le problem de la classification des familles exponentielles naturelles de ℝd ayant une fonction variance quadratique. In: Heyer, H. (eds) Probability Measures on Groups IX. Lecture Notes in Mathematics, vol 1379. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087855
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DOI: https://doi.org/10.1007/BFb0087855
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