Exact inference on scaling parameters in norm and antinorm contoured sample distributions

Wolf-Dieter Richter ()
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Wolf-Dieter Richter: University of Rostock

Journal of Statistical Distributions and Applications, 2016, vol. 3, issue 1, 1-16

Abstract: Abstract Exact distributions of generalized Chi-square and Fisher statistics are used to derive confidence intervals and significance tests for inferring on one or two scaling parameters, respectively, under non-standard assumptions w.r.t. the multivariate sample distribution. The latter may have convex or radially concave density level sets and heavy or light distribution centers and tails. Independent and l n,p -dependent sample variables are considered.

Keywords: Estimating and testing scaling parameters; Non-standard model assumptions; Generalized Chi-square and Fisher distributions; Heavy and light distribution tails; Heavy and light distribution centers; Independence sampling; Dependence sampling (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (5)

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DOI: 10.1186/s40488-016-0046-z

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