Information geometry of estimating functions in semi-parametric statistical models (Q1361123): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1975138109 / rank | |||
Normal rank |
Latest revision as of 20:39, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Information geometry of estimating functions in semi-parametric statistical models |
scientific article |
Statements
Information geometry of estimating functions in semi-parametric statistical models (English)
0 references
22 January 1998
0 references
A semi-parametric statistical model treats a family of probability distributions \(\{p(x,\theta, k)\}\) specified by a finite-dimensional parameter \(\theta\) of interest and an infinite-dimensional nuisance parameter \(k.\) The present paper aims to elucidate the differential geometrical structure underlying the semi-parametric model from the point of view of the dual differential geometry of statistical inference and its extension to Hilbert fibre bundles. The paper studies the following problems: when does an estimating function exist and what is the set of all the estimating functions; what is the best estimator derived from estimating functions; when does the best estimating function give an efficient estimator; in the case where the best one is not efficient, what is the amount of loss of information caused by using the estimation function method; how to choose a good (quasi-) estimating function based on the observed data. The concept of \(m\)-curvature freeness plays a fundamental role in solving the above problems.
0 references
dual geometry
0 references
dual parallel transport
0 references
efficient score function
0 references
Hilbert fibered structure
0 references
m-curvature
0 references
free
0 references
semi-pamarametric
0 references