具有二次函数型协差阵的多参数指数族

THE MULTIPARAMETRIC EXPONENTIAL FAMILIES WITH QUADRATIC COVARIANCE-MATRIX FUNCTIONS

  • 摘要: 对以均值为参数的多参数指数族,本文指出,协差阵元素为均值的k阶多项式时,其Bh-阵具有简单形式:它的子块B(i,j)=0,对j>(k-1)(i-1)+1,i=1,2,…,于是对k≥2(二次函数型协差阵)情形,Bh-阵的非对角子块均为零阵。本文给出了其对角子块的递推表达式,最后我们讨论了k≤2情形的多参数指数族形式。可看出它们基本是单参数指数族k≤2情形的自然推广。

     

    Abstract: For multiparametric regular exponential family with parameters m=E0x, we point out that for polynomial covariance functions with k order case (PkVF-REF), its Bhattacharyya natrix has a simple form: the submatrices Bi, j)=0 for j>(k-1) (i-1) +1, i=1, 2, …, and conversely, if B(2, i)=0 for all ik>2, then this REF is PkVF-REF.Thus for k≤2 (QVE-REF) case, allthe submatrices are zeno matrices besides the diagonal submatrices for which the recurrence expressions are given.In the last part of this papen, we discussed the distribution types for multiparametric QVF-REF, many of them are natural extension of the single parametric QVF-REF case.

     

/

返回文章
返回