A compendium of variance functions for real natural exponential families
Natural Exponential Families (NEF) belonging to the Grand-Babel class have variance functions (VF) of the form V$ sb{F}$(m) = P(m)$ Delta(m)$ + Q(m)$ sqrt{ Delta(m)},$ with P,Q and $ Delta$ polynomials with deg P $ geq$ 3, deg Q $ geq$ 2 and deg $ Delta$ $ geq$ 2. Although the members of this class...
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Format: | Others |
Language: | en |
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McGill University
1994
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Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=22632 |