Orthogeodesic models

DOI10.1214/AOS/1176349162MaRDI QIDQ688403zbMATH OpenOpenAlexFDO

Authors Ole E. Barndorff-Nielsen, Preben Blæsild

Publication date 29 June 1995

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

Full work available at URL https://doi.org/10.1214/aos/1176349162

zbMATH Keywords

affine connectionsaffine dual foliationsalpha-connectionscomposite transformation modelsexpected informationexponential modelsflat submanifoldsgeodesic submanifoldshigher-order asymptotic independencelocation-scale modelsorthogeodesic modelsparallel modelsparallel submanifoldspivotproper dispersion modelsstatistical differential geometryStudent distribution

Mathematics Subject Classification ID

Local differential geometry (53B99) Characterization and structure theory of statistical distributions (62E10) Parametric inference (62F99)

Review text

Some composite transformation models have properties similar to certain of the properties of exponential models with affine dual foliations. The properties in question are of a geometrical nature. The present paper represents an attempt to give a unified delineation of those properties, in differential geometric terms. More specifically, we define, by purely differential geometric conditions, a class of parametric statistical models which we call orthogeodesic models and which comprises the exponential models with affine dual foliations as well as the composite transformation models that we had noted for their similarity with such exponential models. Except for general smoothness assumptions, we use five conditions to define an orthogeodesic model. These are stated in Section 3, which also contains a number of examples. Section 4 consists of a discussion of the implications of the four defining conditions; in particular, it contains a result on higher-order asymptotic independence. In Section 5 we study what further properties can be inferred if the model is assumed to be exponential. Section 2 reviews some basic concepts from statistical differential geometry and establishes the notation used throughout the paper.

Recommendations

• Maximum likelihood estimation in exponential orthogeodesic models
• The exponential statistical manifold: mean parameters, orthogonality and space transformations
• scientific article; zbMATH DE number 107683
• Differential geometry, profile likelihood, L-sufficiency and composite transformation models
• Exponential transformation models

Cited in

(5)

• Maximum likelihood estimation in exponential orthogeodesic models
• Panel data, local cuts and orthogeodesic models
• A note on directed adjusted profile likelihoods
• O. E. Barndorff-Nielsen's approximate conditional inference
• Differential geometry, profile likelihood, L-sufficiency and composite transformation models

This page was built for publication: Orthogeodesic models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688403)