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

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  • Wolf-Dieter Richter

    (University of Rostock)

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.

Suggested Citation

  • Wolf-Dieter Richter, 2016. "Exact inference on scaling parameters in norm and antinorm contoured sample distributions," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-16, December.
    • Handle: RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0046-z
    DOI: 10.1186/s40488-016-0046-z
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    References listed on IDEAS

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    1. Livadiotis, George, 2007. "Approach to general methods for fitting and their sensitivity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 518-536.
    2. Müller K. & Richter W.-D., 2016. "Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-33, February.
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    Cited by:

    1. Klaus Müller & Wolf-Dieter Richter, 2019. "On p-generalized elliptical random processes," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-37, December.
    2. Wolf-Dieter Richter, 2017. "Statistical reasoning in dependent p-generalized elliptically contoured distributions and beyond," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
    3. Alex Dytso & Ronit Bustin & H. Vincent Poor & Shlomo Shamai, 2018. "Analytical properties of generalized Gaussian distributions," Journal of Statistical Distributions and Applications, Springer, vol. 5(1), pages 1-40, December.
    4. Wolf-Dieter Richter, 2019. "On (p1,…,pk)-spherical distributions," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-18, December.
    5. Wolf-Dieter Richter, 2019. "High-dimensional star-shaped distributions," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-12, December.

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