An exact decomposition for a class of exponential dispersion models: Application to sequential testing
Publication:4837805
DOI10.2307/3315552zbMath0819.62046OpenAlexW2119772555MaRDI QIDQ4837805
Publication date: 30 August 1995
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315552
exponential distributionWishart distributionLorentz coneexponential dispersion modelscone of positive definite matricesdirection parameterstable of critical valuesexact decomposition property
Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Sequential statistical analysis (62L10)
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