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Geodesic submanifolds of a family of statistical models

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  • De Sanctis, Angela

Abstract

Given the Riemannian manifold, determined by the Fisher information metric in the statistical model with location parameters induced by the family of probability density functions on : P[Omega] = {exp( - c([omega])x2 + [phi]([omega])x - [psi]([omega])): [omega] [epsilon] [Omega]} with c([omega]) > 0, for every [omega] [set membership, variant] [Omega], conditions are found for the level submanifolds to be geodesic.

Suggested Citation

  • De Sanctis, Angela, 1996. "Geodesic submanifolds of a family of statistical models," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 127-132, October.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:2:p:127-132
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    References listed on IDEAS

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    1. Burbea, Jacob & del Castillo, Joan, 1992. "Geodesic submanifolds of statistical models with location parameters," Computational Statistics & Data Analysis, Elsevier, vol. 14(3), pages 301-313, October.
    2. Burbea J. & Oller J. M., 1988. "The Information Metric For Univariate Linear Elliptic Models," Statistics & Risk Modeling, De Gruyter, vol. 6(3), pages 209-222, March.
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