A differential geometric approach to statistical inference on the basis of contrast functionals
conjugate metric structureconjugate pair of affine connectionscontrast functionalscovariance structure modelsexplicit formulasgeneralized scoring methodlimiting information lossminimum contrast estimation methods
Methods of local Riemannian geometry (53B21) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10) Sufficiency and information (62B99) Parametric inference (62F99)
In this paper, we consider contrast functionals on the space of all probability measures equivalent to each other. Many examples of the contrast functional have been proposed and estimation methods based on them, called the minimum contrast estimation methods, have been investigated since the theory of estimation was initiated by R. A. Fisher. It is shown that a contrast functional generates a conjugate metric structure with a Riemannian metric and a conjugate pair of affine connections on the space. We show that this structure explains some properties of the minimum contrast estimator. In particular, the explicit formulas for the limiting information loss for the estimators are given in covariance structure models. Moreover we propose a generalized scoring method for seeking the minimum contrast estimates. It is shown that the convergence of the algorithm is affected by two geometric quantities which can be expressed in the conjugate metric structure.
- Geometry of minimum contrast
- Rates of convergence for minimum contrast estimators
- scientific article; zbMATH DE number 44578
- Any statistical manifold has a contrast function. On the C^ 3- functions taking the minimum at the diagonal of the product manifold
- The relation between information theory and the differential geometry approach to statistics
- Geometry of \(f\)-divergence
- Minimum \(f\)-divergence estimators and quasi-likelihood functions
- Yokes and tensors derived from yokes
- A geometric look at nuisance parameter effect of local powers in testing hypothesis
- Measures of multivariate dependence based on a distance between Fisher information matrices
- A family of the information criteria using the phi-divergence for categorical data
- Almost perfect quantum state transfer on isotropic and anisotropic Heisenberg spin chains with tailored site dependent exchange couplings
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
- A geometrical framework for \(f\)-statistics
- Nonparametric information geometry: from divergence function to referential-representational biduality on statistical manifolds
- Projective power entropy and maximum Tsallis entropy distributions
- Rho-tau embedding of statistical models
- Asymptotic expansion of the risk of maximum likelihood estimator with respect to \(\alpha\)-divergence
- A geometric approach to pairwise Bayesian alignment of functional data using importance sampling
- A class of tests for a general covariance structure
- The fractional Kullback–Leibler divergence
- Lifting statistical structures
- Geometry and applied statistics
- Variational representations of annealing paths: Bregman information under monotonic embedding
- Tangent groupoid and information geometry
- Fisher-Rao distance between truncated distributions and robustness analysis in uncertainty quantification
- Efficiency of maximum likelihood estimation for a multinomial distribution with known probability sums
- Localizing Strictly Proper Scoring Rules
This page was built for publication: A differential geometric approach to statistical inference on the basis of contrast functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q579783)
