Conformal geometry of sequential test in multidimensional curved exponential family

DOI10.1080/07474946.2016.1131570zbMath1336.62229arXiv1406.7773OpenAlexW2330246332MaRDI QIDQ2805605

Kei Takeuchi, Masayuki Kumon, Akimichi Takemura

Publication date: 12 May 2016

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.7773

zbMATH Keywords

Riemannian metricvon Mises-Fisher distributioninformation geometrycurved exponential familyhyperboloid distributiondual affine connectionstotally umbilic manifoldEuler-Schouten curvatureRiemann-Christoffel curvature

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

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• Asymptotic theory of sequential estimation: Differential geometrical approach
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference
• Conformal Geometry of Statistical Manifold with Application to Sequential Estimation
• Stopped Random Walks
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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