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On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions

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Publication:1283388
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DOI10.2307/3318617zbMath0916.62014OpenAlexW1526778215MaRDI QIDQ1283388

José Manuel Corcuera, Federica Giummolè

Publication date: 4 July 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/23363


zbMATH Keywords

predictive distributionscurved exponential familyalpha connectionsalpha embedding curvaturef divergencesecond-order asymptotic theory


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Local differential geometry (53B99)


Related Items

Asymptotic minimum scoring rule prediction ⋮ Density prediction and the Stein phenomenon ⋮ Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence ⋮ On predictive density estimation under \(\alpha\)-divergence loss



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