NATURAL EXPONENTIAL-FAMILIES IN R(D) INVARIANT FOR ONE GROUP

被引：8
|
作者：
CASALIS, M
机构：
来源：
INTERNATIONAL STATISTICAL REVIEW | 1991年 / 59卷 / 02期
关键词：
GROUP INVARIANCE; FISHER-VON-MISES; GENERALIZED INVERSE GAUSSIAN; HYPERBOLIC DISTRIBUTIONS;
D O I：
10.2307/1403445
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The characterization of the natural exponential families of R(d) which are preserved by a group of affine transformations is examined in three cases: for a compact group and particularly the group of orthogonal transformations, for the hyperbolic group and last, for a group of translations. Our method consists in translating the invariance property of the family into a property concerning the measures which generate it, and to characterize such measures.
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页码：241 / 262
页数：22
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