Transfer theorems in exponential families

Abram Kagan

Statistics & Probability Letters, 2002, vol. 57, issue 3, 225-229

Abstract: 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.

Keywords: Exponential; family; Gaussian; distribution; Linear; statistic; Transferrability (search for similar items in EconPapers)
Date: 2002
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