Critchley, Frank; Marriott, Paul and Salmon, Mark
(2000).
URL:  http://www.cambridge.org/gb/knowledge/isbn/item116... 

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Abstract
Differential geometry has found fruitful application in statistical interence. In particular, Amari’s (1990) expected geometry is used in higher order asymptotic analysis and in the study of sufficiency and ancillarity. However, we can see three drawbacks to the use of differential geometric approach in econometrics and statistics more generally…
The primary objective of this chapter is to attempt to mitigate these drawbacks in the case of Amari’s expected geometric structure on a full exponential family. We aim to do this by providing an elementary account of this structure that is clearly based statistically, accessible geometrically and visually presented.
Item Type:  Book Chapter  

Copyright Holders:  2000 Cambridge University Press  
ISBN:  0521651166, 9780521651165  
Project Funding Details: 


Academic Unit/Department:  Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics Faculty of Science, Technology, Engineering and Mathematics (STEM) 

Item ID:  23985  
Depositing User:  Sarah Frain  
Date Deposited:  01 Apr 2011 13:39  
Last Modified:  02 Aug 2016 13:48  
URI:  http://oro.open.ac.uk/id/eprint/23985  
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