Likelihood and observed geometries
affine connectionsalpha connectionsancillarityasymptotic expansionBartlett factorsconditionalityconstant normal fractilecovariant differentiationexponential modelhyperboloid modelinverse Gaussian-Gaussian modellocation-scale modelmaximum likelihood estimatormixed derivatives of the log model functionobserved geometriesobserved informationobserved skewness
In the differential geometric approach to parametric statistics, developed by Chentsov, Efron, Amari, and others, the parameter space is set up as a differentiable manifold with expected information as metric tensor and with a family of affine connections, the \(\alpha\)-connections, determined from the expected information and the skewness tensor of the score vector. The usefulness of this approach is particularly notable in connection with Edgeworth expansions of estimators. Motivated by the conditionality viewpont, an ``observed parallel to that theory is established in the present paper using observed information and an ``observed skewness tensor instead of the above expected quantities. The formula \(c| \hat j|^{1/2}\bar L\) for the conditional distribution of the maximum likelihood estimator is expanded (to third order) asymptotically and the ``observed geometries are shown to have a role in this type of expansion similar to that of the ``expected geometries in the Edgeworth expansions mentioned above. In these new developments ``mixed derivatives of the log model function, defined by means of an auxiliary statistic complementing the maximum likelihood estimator, take the place of moments of derivatives of the log-likelihood function.
- Normed likelihood as saddlepoint approximation
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Yokes and tensors derived from yokes
- Yokes and symplectic structures
- Preferred point \(\alpha\)-manifold and Amari's \(\alpha\)-connections
- Statistics, yokes and symplectic geometry
- On preferred point geometry in statistics
- On the global geometry of parametric models and information recovery
- Tensors and likelihood expansions in the presence of nuisance parameters
- Generalized higher-order differentiation
- Nonparametic estimation of location and dispersion on Riemannian manifolds
- The geometric structure of the expected/observed likelihood expansions
- Approximating exponential models
- Inferential estimation, likelihood, and linear pivotals
- Bias reduction of maximum likelihood estimators using kernel estimators
- Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
- Connections on Non-Parametric Statistical Manifolds by Orlicz Space Geometry
- O. E. Barndorff-Nielsen's approximate conditional inference
- Ole E. Barndorff-Nielsen: sand, wind and inference
- Differential geometry, profile likelihood, L-sufficiency and composite transformation models
- Fundamental equations for statistical submanifolds with applications to the Bartlett correction
This page was built for publication: Likelihood and observed geometries
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1095526)
