Differential geometry of Edgeworth expansions in curved exponential family

DOI10.1007/BF02480959zbMATH Open0527.62034OpenAlexW1990198507WikidataQ115392122 ScholiaQ115392122MaRDI QIDQ595294FDOQ595294

Shun-Ichi Amari, Masayuki Kumon

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480959

zbMATH Keywords

conditional distributionsEdgeworth expansionsFisher informationcurved exponential familyancillary statisticsEfron curvaturehigher-order asymptotic theorymarginal distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Local Riemannian geometry (53B20) Local differential geometry (53B99)

Cites Work

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• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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• Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
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• Local ancillarity
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• Note on N‐dimensional hermite polynomials

Cited In (16)

• On the conditions for the existence of ancillary statistics in a curved exponential family
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Estimation and testing procedures for non-normal samples: an introduction and a bibliography
• \(F\)-geometry and Amari's \(\alpha\)-geometry on a statistical manifold
• The \(d\)-variate vector Hermite polynomial of order \(k\)
• On preferred point geometry in statistics
• Conformal geometry of sequential test in multidimensional curved exponential family
• A geometric Laplace method
• Studies of information quantities and information geometry of higher order cumulant spaces
• Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
• Statistical morphisms and related invariance properties
• High dimensional nuisance parameters: an example from parametric survival analysis
• Fisher information under restriction of Shannon information in multi-terminal situations
• Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
• Yokes and tensors derived from yokes
• Multivariate generalized Gram-Charlier series in vector notations

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