Estimation in the presence of infinitely many nuisance parameters - Geometry of estimating functions

DOI10.1214/aos/1176350947zbMath0665.62029OpenAlexW2026278555MaRDI QIDQ1116223

Masayuki Kumon, Shun-ichi Amari

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350947

zbMATH Keywords

nuisance parametersvector bundleexponential familyHilbert bundleconditional scorestructural parametersufficient statisticdual connectionsbound for asymptotic variancegeometric theory of estimating functionsparallel transports

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Parametric inference (62F99)

Related Items (12)

Nonparametric information geometry: from divergence function to referential-representational biduality on statistical manifolds ⋮ Gradient systems in view of information geometry ⋮ Nuisance parameter problem in quantum estimation theory: tradeoff relation and qubit examples ⋮ Information, ancillarity, and sufficiency in the presence of nuisance parameters ⋮ Estimation of Network Parameters in Semiparametric Stochastic Perceptron ⋮ Unnamed Item ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Estimating Spiking Irregularities Under Changing Environments ⋮ Orthogonal projections and the geometry of estimating functions. ⋮ On preferred point geometry in statistics ⋮ Quantum state estimation with nuisance parameters ⋮ One from many: estimating a function of many parameters

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