Characterization of the cubic exponential families by orthogonality of polynomials

• 成果类型: Article
• 署名作者: Hassairi, A; Zarai, M
• 署名单位: Universite de Sfax; Faculty of Sciences Sfax
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000572
• 发表日期: 2004
• 页码: 2463-2476
• 关键词: variance functions

摘要

This paper introduces a notion of 2-orthogonality for a sequence of polynomials to give extended versions of the Meixner and Feinsilver characterization results based on orthogonal polynomials. These new versions subsume the Letac-Mora characterization of the real natural exponential families having cubic variance function.