ORTHOGEODESIC MODELS

• 成果类型: Article
• 署名作者: BARNDORFFNIELSEN, OE; BLAESILD, P
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176349162
• 发表日期: 1993
• 页码: 1018-1039
• 关键词: exponential models

摘要

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.