Abstract
López-Blázquez and Salamanca-Miño [7] obtained a characterization of natural exponential families with quadratic variance functions via a reverse martingale property of certain orthogonal polynomials. We extend this result to the multidimensional case yielding a new characterization of natural exponential families with simple quadratic variance functions. To cite this article: D. Gutierrez-Rubio et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 405–409.
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