Multivariate stable exponential families and Tweedie scale |
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Authors: | A. Hassairi M. Louati |
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Affiliation: | Laboratory of Probability and Statistics, Sfax Faculty of Sciences, B.P. 802, Tunisia |
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Abstract: | ![]() In this paper, we characterize the multivariate stable natural exponential families by a property of homogeneity of the cumulant function of some basis, and by a property of homogeneity of the variance function. We also extend the definition of a Tweedie scale to a finite dimensional space and we give a class of natural exponential families belonging to this scale on the space of symmetric matrices. |
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Keywords: | Stable distribution Natural exponential family Variance function Tweedie scale |
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