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Kass, Robert E.

Geometrical Foundations of Asymptotic Inference

Kass, Robert E. - Geometrical Foundations of Asymptotic Inference, ebook

175,60€

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ISBN: 9781118165973
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Differential geometry provides an aesthetically appealing and often revealing view of statistical inference. Beginning with an elementary treatment of one-parameter statistical models and ending with an overview of recent developments, this is the first book to provide an introduction to the subject that is largely accessible to readers not already familiar with differential geometry. It also gives a streamlined entry into the field to readers with richer mathematical backgrounds. Much space is devoted to curved exponential families, which are of interest not only because they may be studied geometrically but also because they are analytically convenient, so that results may be derived rigorously. In addition, several appendices provide useful mathematical material on basic concepts in differential geometry. Topics covered include the following:
* 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 family regression
* Geometrical theory of divergence functions
* A classification of and introduction to additional work in the field

Keywords: Probability & Mathematical Statistics

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
1997
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
355 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781118165973
Printed ISBN
9780471826682

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