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An elementary account of Amari's expected geometry

Critchley, Frank; Marriott, Paul and Salmon, Mark (2000). An elementary account of Amari's expected geometry. In: Marriott, Paul and Salmon, Mark eds. Applications of differential Geometry to Econometrics. Cambridge, U.K.: Cambridge University Press, pp. 294–315.

URL: http://www.cambridge.org/gb/knowledge/isbn/item116...
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Abstract

About the book:
Although geometry has always aided intuition in econometrics, more recently Differential Geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.

Item Type: Book Chapter
Copyright Holders: 2000 Cambridge University Press
ISBN: 0-521-65116-6, 978-0-521-65116-5
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
Item ID: 23414
Depositing User: Sarah Frain
Date Deposited: 05 Apr 2011 10:39
Last Modified: 05 Apr 2011 10:39
URI: http://oro.open.ac.uk/id/eprint/23414
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