Implicit Distributions and Estimation
ADELHAMID HASSAIRI, Afif Masmoudi, Célestin C. Kokonendji · Communication in Statistics- Theory and Methods · 2005
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.