Geodesic
Cuts in natural exponential families
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 361-372

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A simplified and extended theory of cuts in natural exponential families is established. Further, an open question in this subject area is solved, in the negative, by a counter-example, and a link to the recent theory of variance functions for natural exponential families is pointed out.
Keywords: a cut, natural exponential families, the Laplace transform, variance function, marginal variance function, marginal distribution. 
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     author = {O. E. Barndorff-Nielsen and A. E. Koudou},
     title = {Cuts in natural exponential families},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     year = {1995},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a8/}
}
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O. E. Barndorff-Nielsen; A. E. Koudou. Cuts in natural exponential families. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 361-372. http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a8/