THE MULTIPARAMETRIC EXPONENTIAL FAMILIES WITH QUADRATIC COVARIANCE-MATRIX FUNCTIONS
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Graphical Abstract
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Abstract
For multiparametric regular exponential family with parameters m=E0x, we point out that for polynomial covariance functions with k order case (P(k)VF-REF), its Bhattacharyya natrix has a simple form: the submatrices B(i, j)=0 for j>(k-1) (i-1) +1, i=1, 2, …, and conversely, if B(2, i)=0 for all i≥k>2, then this REF is P(k)VF-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.
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