Statistical models built on sub-exponential random variables

DOI10.1007/978-3-032-03918-7_14MaRDI QIDQ6847934zbMATH OpenFDO

Authors Paola Siri, Barbara Trivellato

Publication date 9 March 2026

zbMATH Keywords

Kullback-Leibler divergenceexponential modelssub-exponential random variablesexponential utility maximization

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Differential geometric aspects of statistical manifolds and information geometry (53B12)

Cites work

• A Lecture About the Use of Orlicz Spaces in Information Geometry
• A class of non-parametric deformed exponential statistical models
• A class of non-parametric statistical manifolds modelled on Sobolev space
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• Examples of the application of nonparametric information geometry to statistical physics
• Exponential Hedging and Entropic Penalties
• Exponential models by Orlicz spaces and applications
• Exponential statistical manifold
• High-dimensional statistics. A non-asymptotic viewpoint
• Information geometry of the Gaussian space
• Minimization of the Kullback-Leibler divergence over a log-normal exponential arc
• New results on mixture and exponential models by Orlicz spaces
• On -families of probability distributions
• On mixture and exponential connection by open arcs
• Robust concentration inequalities in maximal exponential models
• Sub-exponentiality in statistical exponential models
• The minimal entropy martingale measure and the valuation problem in incomplete markets

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