Implicit Distributions and Estimation
- 1 January 2005
- journal article
- distributions and-models
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 34 (2), 245-252
- https://doi.org/10.1080/03610920509342417
Abstract
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 J⊘rgensen parameter in an exponential dispersion model. A method of point estimation is provided for some illustrative examples.Keywords
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