Preferred point α-manifold and Amari's α-connections

Hong Tu Zhu, Bo Cheng Wei

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

We consider a new mathematical object called preferred point α-manifold, which is a natural extension of Lauritzen (1987) and Critchley et al. (1993). A sufficient and necessary condition is given to guarantee that preferred point α-geometry subsumes a statistical manifold. We obtained some properties related to Amari's expected geometry, in particular the duality in this new geometry. We also defined a new preferred point α-estimate to investigate the duality from the asymptotic statistical viewpoint. The mixture family is discussed as an illustration.

Original languageEnglish (US)
Pages (from-to)219-229
Number of pages11
JournalStatistics and Probability Letters
Volume36
Issue number3
DOIs
StatePublished - Dec 15 1997

Keywords

  • Amari expected geometry
  • Amari's α-connection
  • Mixture family
  • Preferred point statistical α-geometry
  • Preferred point α-estimate
  • Preferred point α-geometry

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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