Domains of attraction to Tweedie distributions

Autor:	Vladimir Vinogradov, José Raúl Martínez, Bent Jørgensen
Rok vydání:	2009
Předmět:	Exponential family Weak convergence General Mathematics Tweedie distribution Mathematical analysis Self-similar process Statistical physics Natural exponential family Attraction Mathematics Abelian and tauberian theorems Variance function
Zdroj:	Jørgensen, B, Martínez, J R & Vinogradov, V 2009, ' Domains of attraction to Tweedie distributions ', Lithuanian Mathematical Journal, vol. 49, no. 4, pp. 399-425 .
ISSN:	1573-8825 0363-1672
DOI:	10.1007/s10986-009-9062-8
Popis:	We derive new Tauberian theorems for natural exponential families, characterizing regularity properties of the family’s variance function in terms of those of an extreme generating measure. This provides normal and general domains of attraction to Tweedie distributions and leads to new results on weak convergence of natural exponential families to Tweedie distributions, parallel to weak convergence toward stable laws. In particular, we give the domains of attraction to the gamma and compound Poisson-gamma distributions.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db3d2f3e7172f88e81230656417efab2 https://doi.org/10.1007/s10986-009-9062-8 Zobrazit plný text záznamu Full text from SpringerLink