P. Blaesild, MAXIMUM-LIKELIHOOD-ESTIMATION IN EXPONENTIAL ORTHOGEODESIC MODELS, Annals of the Institute of Statistical Mathematics, 46(1), 1994, pp. 43-55
Citations number
5
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
An orthogeodesic statistical model is defined in terms of five conditi
ons of differential geometric nature. These conditions are reviewed to
gether with a characterization theorem for exponential orthogeodesic m
odels. Orthogonal projections, relevant for maximum likelihood estimat
ion in exponential orthogeodesic models, are described in a simple way
in terms of some of the quantities in the characterization theorem. A
unified procedure for performing maximum likelihood estimation in exp
onential orthogeodesic models is given and the use of this procedure i
s illustrated for some of the most important models of this kind such
as theta-parallel models, tau-parallel models and certain transformati
on models.