A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one

DOI10.1214/aos/1176324311zbMath0848.62003OpenAlexW2036422857MaRDI QIDQ1914257

Publication date: 31 July 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1176324311

zbMATH Keywords

Orlicz spaces Banach space Hilbert bundle dominated statistical model affine atlas finite-dimensional affine submanifold Fisher information metrics nonparametric statistical manifolds parametric exponential model reference probability measure

Mathematics Subject Classification ID

Integration on manifolds; measures on manifolds (58C35) Global differential geometry (53C99) Applications of functional analysis in probability theory and statistics (46N30) Statistical aspects of information-theoretic topics (62B10)

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