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Statistical inference in simplicially contoured sample distributions

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  • Volkmar Henschel

Abstract

For generalizations of the n-dimensional two parameter exponential distribution with identical marginals with threshold and dispersion parameters the exact distributions of estimators and test statistics are given. Under cer-tain conditions the consistency of the estimators and the rate of convergence is shown. Therefore generalized Gamma- and F-distributions are defined. Copyright Springer-Verlag 2002

Suggested Citation

  • Volkmar Henschel, 2002. "Statistical inference in simplicially contoured sample distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 56(3), pages 215-228, December.
    • Handle: RePEc:spr:metrik:v:56:y:2002:i:3:p:215-228
    DOI: 10.1007/s001840100174
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    References listed on IDEAS

    as
    1. Henschel, V. & Richter, W. -D., 2002. "Geometric Generalization of the Exponential Law," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 189-204, May.
    2. Gupta, Rameshwar D. & Richards, Donald St.P., 1987. "Multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 233-256, December.
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