An exact decomposition for a class of exponential dispersion models: Application to sequential testing

DOI10.2307/3315552zbMath0819.62046OpenAlexW2119772555MaRDI QIDQ4837805

Hélène Massam

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

zbMATH Keywords

exponential distributionWishart distributionLorentz coneexponential dispersion modelscone of positive definite matricesdirection parameterstable of critical valuesexact decomposition property

Mathematics Subject Classification ID

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)

Cites Work

• Reproductive exponential families
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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