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Statistical inference in simplicially contoured sample distributions

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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.

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Authors and Affiliations

  1. Institut für Medizinische Biometrie, Im Neuenheimer Feld 305, 69120, Heidelberg, Germany

    Volkmar Henschel

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  1. Volkmar Henschel
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Correspondence to Volkmar Henschel.

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Henschel, V. Statistical inference in simplicially contoured sample distributions. Metrika 56, 215–228 (2002). https://doi.org/10.1007/s001840100174

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