Minimal exponential family

ID: minimal-exponential-family

An order- exponential family is minimal if no nonzero linear combination of its canonical sufficient statistics is almost surely constant under the base measure. Equivalently, its sufficient-statistic support lies in no proper affine hyperplane. Its cumulant function then has positive-definite Hessian matrix on the interior natural domain, because that Hessian is a covariance matrix.

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