IDEAS home Printed from https://ideas.repec.org/a/spr/jstada/v3y2016i1d10.1186_s40488-016-0046-z.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1186/s40488-016-0046-z
    File Function: Abstract
    Download Restriction: no
    File URL: https://libkey.io/10.1186/s40488-016-0046-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. Wolf-Dieter Richter, 2019. "On (p1,…,pk)-spherical distributions," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-18, December.
    4. 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.
    5. Wolf-Dieter Richter, 2019. "High-dimensional star-shaped distributions," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-12, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. George Livadiotis, 2018. "Complex Symmetric Formulation of Maxwell Equations for Fields and Potentials," Mathematics, MDPI, vol. 6(7), pages 1-10, July.
    2. 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.
    3. Liebscher Eckhard & Richter Wolf-Dieter, 2020. "Modelling with star-shaped distributions," Dependence Modeling, De Gruyter, vol. 8(1), pages 45-69, January.
    4. Wolf-Dieter Richter, 2019. "On Ball Numbers," Mathematics, MDPI, vol. 7(8), pages 1-10, August.
    5. George Livadiotis, 2019. "Linear Regression with Optimal Rotation," Stats, MDPI, vol. 2(4), pages 1-10, September.
    6. George Livadiotis, 2020. "General Fitting Methods Based on L q Norms and their Optimization," Stats, MDPI, vol. 3(1), pages 1-16, January.
    7. Liebscher Eckhard & Richter Wolf-Dieter, 2020. "Modelling with star-shaped distributions," Dependence Modeling, De Gruyter, vol. 8(1), pages 45-69, January.
    8. George Livadiotis, 2019. "Geometric Interpretation of Errors in Multi-Parametrical Fitting Methods Based on Non-Euclidean Norms," Stats, MDPI, vol. 2(4), pages 1-13, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jstada:v:3:y:2016:i:1:d:10.1186_s40488-016-0046-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.