An exact decomposition for a class of exponential dispersion models: Application to sequential testing
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Publication:4837805
DOI10.2307/3315552zbMath0819.62046MaRDI 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 distribution; Wishart distribution; Lorentz cone; exponential dispersion models; cone of positive definite matrices; direction parameters; table of critical values; exact decomposition property
62H15: Hypothesis testing in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62E10: Characterization and structure theory of statistical distributions
62L10: Sequential statistical analysis
Cites Work