Timeline for Generalized Linear Models - What's special about the exponential family?
Current License: CC BY-SA 3.0
3 events
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| Jan 29 at 20:15 | comment | added | Car Loz | Who is Jaynes? Also, can you justify your sentence "when you leave the exponential family your estimators cease to be sufficient"? It is clear that MLEs are sufficient for exponential family. Can you really say that ANY estimator will not be sufficient, whenever you leave the exponential family? It is a strange sentence, "estimator" and "random component" are different animals that might not even be related! Are we strictly talking about MLEs here? | |
| Nov 18, 2021 at 8:03 | comment | added | stats_noob | @ Dave Harris: great answer! I had some questions about your answer, I posted them over here: stats.stackexchange.com/questions/552707/… ...maybe you can take a look at it later if you have time? thank you! | |
| Dec 5, 2016 at 5:19 | history | answered | Dave Harris | CC BY-SA 3.0 |