Geometrical Foundations of Asymptotic Inference
Synopsis
Differential geometry provides an aesthetically appealing and oftenrevealing view of statistical inference. Beginning with anelementary treatment of one-parameter statistical models and endingwith an overview of recent developments, this is the first book toprovide an introduction to the subject that is largely accessibleto readers not already familiar with differential geometry. It alsogives a streamlined entry into the field to readers with richermathematical backgrounds. Much space is devoted to curvedexponential families, which are of interest not only because theymay be studied geometrically but also because they are analyticallyconvenient, so that results may be derived rigorously. In addition,several appendices provide useful mathematical material on basicconcepts in differential geometry. Topics covered include thefollowing: * Basic properties of curved exponential families * Elements of second-order, asymptotic theory * The Fisher-Efron-Amari theory of information loss and recovery * Jeffreys-Rao information-metric Riemannian geometry * Curvature measures of nonlinearity * Geometrically motivated diagnostics for exponential familyregression * Geometrical theory of divergence functions * A classification of and introduction to additional work in thefieldBook details
- Series:
- Wiley Series in Probability and Statistics (Book 908)
- Author:
- Robert E. Kass, Paul W. Vos
- ISBN:
- 9781118165973
- Related ISBNs:
- 9781118165980, 9780471826682, 9781118165980, 9780471826682
- Publisher:
- Wiley
- Pages:
- 376
- Reading age:
- Not specified
- Includes images:
- No
- Date of addition:
- 2019-12-02
- Usage restrictions:
- Copyright
- Copyright date:
- 1997
- Copyright by:
- N/A
- Adult content:
- No
- Language:
- English
- Categories:
- Mathematics and Statistics, Nonfiction