Differential geometry of Edgeworth expansions in curved exponential family

DOI10.1007/BF02480959zbMath0527.62034OpenAlexW1990198507WikidataQ115392122 ScholiaQ115392122MaRDI QIDQ595294

Shun-ichi Amari, Masayuki Kumon

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480959

zbMATH Keywords

Fisher informationEdgeworth expansionsmarginal distributionsconditional distributionscurved exponential familyancillary statisticsEfron curvaturehigher-order asymptotic theory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Local Riemannian geometry (53B20) Local differential geometry (53B99)

Related Items (16)

\(F\)-geometry and Amari's \(\alpha\)-geometry on a statistical manifold ⋮ Multivariate generalized Gram-Charlier series in vector notations ⋮ Estimation and testing procedures for non-normal samples: an introduction and a bibliography ⋮ The \(d\)-variate vector Hermite polynomial of order \(k\) ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ A geometric Laplace method ⋮ Fisher information under restriction of Shannon information in multi-terminal situations ⋮ High dimensional nuisance parameters: an example from parametric survival analysis ⋮ Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view ⋮ Statistical morphisms and related invariance properties ⋮ Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator ⋮ Yokes and tensors derived from yokes ⋮ On the conditions for the existence of ancillary statistics in a curved exponential family ⋮ Studies of information quantities and information geometry of higher order cumulant spaces ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ On preferred point geometry in statistics

Cites Work

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• The geometry of exponential families
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential geometry of curved exponential families. Curvatures and information loss
• Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
• Local ancillarity
• Geometrical theory of asymptotic ancillarity and conditional inference
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Note on N‐dimensional hermite polynomials
• Ricci-Calculus

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