Exact inference on scaling parameters in norm and antinorm contoured sample distributions
نویسنده
چکیده
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 ln,p-dependent sample variables are considered.
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