Les familles exponentielles statistiques invariantes par les groupes du cône et du paraboloide de révolution
- 1 January 1994
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 31 (A) , 71-95
- https://doi.org/10.2307/3214950
Abstract
Statistical exponential families invariant with respect to the groups of the cone or the paraboloid of revolution are discussed. B(x, y) denotes the symmetric bilinear form on x0y0 – x1y1 – ·· ·– xdyd on ℝd+1, C denotes the cone of revolution in ℝd+1 {x; B(x,x) > 0 and x0 > 0}, and, for p > ½(d−1), μ p is the positive measure on ℝd+1 defined by its Laplace transform ⨍ exp (B(x,y))μp(dy) = (B(y,y))−p for y on C. More precisely, if p > ½ (d−1) one has and μ½(d−1) concentrated on the boundary ∂C. This paper studies the natural exponential familiesKeywords
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