Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference

DOI10.1098/rspa.1983.0068zbMath0527.62031OpenAlexW2147021366MaRDI QIDQ3042185

Masayuki Kumon, Shun-ichi Amari

Publication date: 1983

Published in: Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1983.0068

zbMATH Keywords

ancillary statisticconditional inferenceinterval estimatorshigher order asymptotic powerslikelihood ratio inferenceone-parameter curved exponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Local Riemannian geometry (53B20) Local differential geometry (53B99)

Related Items (15)

Gradient systems in view of information geometry ⋮ Differential geometry of Edgeworth expansions in curved exponential family ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence ⋮ Unnamed Item ⋮ Fisher information under restriction of Shannon information in multi-terminal situations ⋮ Comparison of tests in the multiparameter case. I. Second-order power ⋮ High dimensional nuisance parameters: an example from parametric survival analysis ⋮ Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view ⋮ Information Geometry ⋮ A geometric look at nuisance parameter effect of local powers in testing hypothesis ⋮ Comparison of test statistics via expected lengths of associated confidence intervals ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Third-order asymptotic properties of a class of test statistics under a local alternative ⋮ On confidence intervals associated with quasi-likelihood

This page was built for publication: Geometrical theory of higher-order asymptotics of test, interval estimator and conditional inference