Trace of the Variance-Covariance Matrix in Natural Exponential Families

In this article, we introduce the notion of trace variance function which is the trace of the variance-covariance matrix. Under some conditions, we prove that this trace variance function characterizes the Natural Exponential Family (NEF). We apply this characterization in order to estimate the distribution which belongs to some NEFs. Therefore, we introduce the estimator of this trace variance function. We give the asymptotic properties of this estimator. Finally, we illustrate our results using a simulation study.     

A two-machine no-wait flow shop problem with two competing agents

Journal of Combinatorial Optimization - In this paper, we study the two-machine no-wait flow shop scheduling problem with two competing agents. The objective is to minimize the overall completion...