On the distribution of linear combinations of the components of a Dirichlet random vector

DOI10.2307/3315988zbMATH Open0986.62037OpenAlexW2151877335MaRDI QIDQ4521148FDOQ4521148

Authors: Serge B. Provost, Young-Ho Cheong 

Publication date: 10 June 2002

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/15148c88beebe6ceb93f95c4987282ed50573e9a

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zbMATH Keywords

coefficient of determinationDirichlet distributionquadratic formsrobust testsmodel identificationspherically symmetric distributionssample autocorrelationMoran indexCliff-Ord testGeary indexperiodigramsample spectrum

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from spatial processes (62M30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and spectral analysis (62M15)

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Cited In (11)

• Real numerical shadow and generalized B-splines
• A revisit of the distribution of linear combinations of Dirichlet components
• Title not available (Why is that?)
• An analytical and numerical study of the linear combination of the Dirichlet components
• Limit distributions of the number of vectors satisfying a linear relation
• An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions
• On extension of some identities for the bias and risk functions in elliptically contoured distributions
• Linear combinations, products and ratios of simplicial or spherical variates
• Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components
• Saddlepoint approximations to the density and the distribution functions of linear combinations of ratios of partial sums
• Exact and approximate distributions for the product of Dirichlet components.

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