Open Access
June, 1993 Orthogeodesic Models
O. E. Barndorff-Nielsen, P. Blaesild
Ann. Statist. 21(2): 1018-1039 (June, 1993). DOI: 10.1214/aos/1176349162

Abstract

A variety of exponential models with affine dual foliations have been noted to possess certain rather similar statistical properties. To give a precise meaning to what has been conceived as "similar," we here propose a set of five conditions, of a differential geometric/statistical nature, that specify the class of what we term orthogeodesic models. It is discussed how these conditions capture the properties in question, and it is shown that some important nonexponential models turn out to satisfy the conditions, too. The conditions imply, in particular, a higher-order asymptotic independence result. A complete characterization of the structure of exponential orthogeodesic models is derived.

Citation

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O. E. Barndorff-Nielsen. P. Blaesild. "Orthogeodesic Models." Ann. Statist. 21 (2) 1018 - 1039, June, 1993. https://doi.org/10.1214/aos/1176349162

Information

Published: June, 1993
First available in Project Euclid: 12 April 2007

zbMATH: 0815.62005
MathSciNet: MR1232530
Digital Object Identifier: 10.1214/aos/1176349162

Subjects:
Primary: 62E15
Secondary: 62F99

Keywords: $\alpha$-connections , $\tau$-parallel models , $\theta$-parallel models , Affine connections , expected information , exponential models , exponential transformation models , flat submanifolds , geodesic submanifolds , higher-order asymptotic independence , location-scale models , parrallel submanifolds , pivot , proper dispersion models , statistical-differential geometry , Student distribution

Rights: Copyright © 1993 Institute of Mathematical Statistics

Vol.21 • No. 2 • June, 1993
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