The diagonal natural exponential families (NEFs) on ℝn were defined and classified recently by Bar-Lev et al. (1994). In this paper, we apply explicit formulas for the Mehler kernels of certain bivariate diagonal NEF classes to develop the total positivity properties of these NEFs and the variation-diminishing properties of their Mehler kernels.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty