On Cauchy-Stieltjes Kernel Families

Published 9 Oct 2012 in math.PR | (1210.2674v1)

Abstract: We explore properties of Cauchy-Stieltjes families that have no counterpart in exponential families. We relate the variance function of the iterated Cauchy-Stieltjes family to the pseudo-variance function of the initial Cauchy-Stieltjes family. We also investigate when the domain of means can be extended beyond the "natural domain".

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