ORTHOGEODESIC MODELS

Citation
Oe. Barndorffnielsen et P. Blaesild, ORTHOGEODESIC MODELS, Annals of statistics, 21(2), 1993, pp. 1018-1039
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00905364
Volume
21
Issue
2
Year of publication
1993
Pages
1018 - 1039
Database
ISI
SICI code
0090-5364(1993)21:2<1018:OM>2.0.ZU;2-W
Abstract
A variety of exponential models with affine dual foliations have been noted to possess certain rather similar statistical properties. To giv e a precise meaning to what has been conceived as ''similar'' we here propose a set of five conditions, of a differential geometric/statisti cal nature, that specify the class of what we term orthogeodesic model s. It is discussed how these conditions capture the properties in ques tion, and it is shown that some important nonexponential models turn o ut to satisfy the conditions, too. The conditions imply, in particular , a higher-order asymptotic independence result. A complete characteri zation of the structure of exponential orthogeodesic models is derived .