A Systematic Theory of Exponential Families of Probability Distributions

Previous article Next article A Systematic Theory of Exponential Families of Probability DistributionsN. N. ChentsovN. N. Chentsovhttps://doi.org/10.1137/1111041PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] N. N. Chentsov, Geometry of the “manifold” of a probability distribution, Dokl. Akad. Nauk SSSR, 158 (1964), 543–546, (In Russian.) MR0169263 Google Scholar[2] B. O. Koopman, On distributions admitting a sufficient statistic, Trans. Amer. Math. Soc., 39 (1936), 399–409 MR1501854 0014.16806 CrossrefGoogle Scholar[3] E. B. Dynkin, Necessary and sufficient statistics for a family of probability distributions, Uspehi Matem. Nauk (N.S.), 6 (1951), 68–90, (In Russian.) MR0041376 Google Scholar[4] E. L. Lehmann, Testing statistical hypotheses, John Wiley & Sons Inc., New York, 1959xiii+369 MR0107933 0089.14102 Google Scholar[5] M. A. Girshick and , L. J. 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Shiryaev17 July 2006 | Theory of Probability & Its Applications, Vol. 38, No. 3AbstractPDF (1706 KB)The compactification of generalized linear modelsStatistica Neerlandica, Vol. 46, No. 2-3 Cross Ref The compactification of generalized linear models Cross Ref On Estimating an Unknown Mean of a Multivariate Normal DistributionN. N. Chentsov17 July 2006 | Theory of Probability & Its Applications, Vol. 12, No. 4AbstractPDF (1567 KB) Volume 11, Issue 3| 1966Theory of Probability & Its Applications History Submitted:04 June 1965Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1111041Article page range:pp. 425-435ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics