Geometrical Foundations of Asymptotic Inference

Robert E. Kass (Author), Paul W. Vos (Author)

9780471826682, Wiley

Hardback, published 25 July 1997

384 pages
23.6 x 16 x 3.2 cm, 0.739 kg

"I highly recommend this book to anyone interested in asymptoticinferences." (Statistics & Decisions, Vol.19 No. 3, 2001)

Die asymptotische Interferenz ist ein wichtiges statistisches Problem. Eine geometrische Formulierung ausgehend von einem einfache, präzisen und konzeptuellen Ansatz stellen die Autoren dieses Buches vor.

Aus dem Inhalt:
Overview and Preliminaries;
ONE-PARAMETER CURVED EXPONENTIAL FAMILIES: First-Order Asymptotics;
Second-Order Asymptotics;
MULTIPARAMETER CURVED EXPONENTIAL FAMILES: Extensions of Results from the One-Parameter Case;
Exponential Family Regression and Diagnostics;
Curvature in Exponential Family Regression;
DIFFERENTIAL-GEOMETRIC METHODS;
Information-metric Riemannian Geometry;
Statistical Manifolds;
Divergence Functions;
Recent Developments;
A -
Diffeomorphisms and The Inverse Function Theorem;
B -
Arclength and Curvature of Curves;
C -
Basic Concepts in Differential Geometry;
D -
A Coordinate-free Definition of Weak Sphericity.

Subject Areas: Mathematics [PB]