Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference

DOI10.1098/RSPA.1983.0068zbMath0527.62031OpenAlexW2147021366MaRDI QIDQ3042185

Masayuki Kumon, Shun-ichi Amari

Publication date: 1983

Published in: Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1983.0068

zbMATH Keywords

ancillary statisticconditional inferenceinterval estimatorshigher order asymptotic powerslikelihood ratio inferenceone-parameter curved exponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Local Riemannian geometry (53B20) Local differential geometry (53B99)

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Gradient systems in view of information geometry ⋮ Differential geometry of Edgeworth expansions in curved exponential family ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence ⋮ Unnamed Item ⋮ Fisher information under restriction of Shannon information in multi-terminal situations ⋮ Comparison of tests in the multiparameter case. I. Second-order power ⋮ 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 ⋮ Information Geometry ⋮ A geometric look at nuisance parameter effect of local powers in testing hypothesis ⋮ Comparison of test statistics via expected lengths of associated confidence intervals ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Third-order asymptotic properties of a class of test statistics under a local alternative ⋮ On confidence intervals associated with quasi-likelihood

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