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arxiv: 1210.2674 · v1 · pith:CEMDOJ4Xnew · submitted 2012-10-09 · 🧮 math.PR

On Cauchy-Stieltjes Kernel Families

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keywords cauchy-stieltjesfamiliesdomainfamilyfunctionbeyondcounterpartexplore
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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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