Differential geometry of curved exponential families. Curvatures and information loss

DOI10.1214/AOS/1176345779zbMath0507.62026OpenAlexW2025994725WikidataQ115240732 ScholiaQ115240732MaRDI QIDQ1837486

Shun-ichi Amari

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345779

zbMATH Keywords

dualitymaximum-likelihood estimatorKullback-Leibler distanceLegendre transformationcurved exponential familiesrecovery of informationstatistical curvaturesFisher-efficient estimatorsmulti-parameter families of distributionssecond- order efficiencysecond-order information lossstatistical affine connections

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10) Linear and affine connections (53B05) Classical differential geometry (53A99)

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