Implicit distributions and estimation

被引：13

作者：

Hassairi, A

Masmoudi, A

Kokonendji, CC

机构：

[1] Univ Sfax, Fac Sci, Sfax, Tunisia

[2] Univ Pau & Pays Adour, Lab Math Appl, Pau, France

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2005年 / 34卷 / 02期

关键词：

estimator; exponential dispersion model; statistical model;

D O I：

10.1081/STA-200047418

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we introduce a notion of implicit distribution for a parameter in a dominated statistical model. It is a conditional distribution of the parameter given the data. We show that the implicit distribution exists for the Jorgensen parameter in an exponential dispersion model. A method of point estimation is provided for some illustrative examples.

引用

页码：245 / 252

页数：8