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Transfer theorems in exponential families

✍ Scribed by Abram Kagan


Book ID
104301842
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
87 KB
Volume
57
Category
Article
ISSN
0167-7152

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✦ Synopsis


Some properties of linear statistics in regular exponential families are always transferrable from the generator to the whole family, some are never transferrable. The uncorrelatedness property for the whole class of linear statistics is transferrable if, and only if, the generator and, thus, the family is Gaussian.


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