Curved exponential families of stochastic processes and their envelope families

Uwe K�chler; Michael S�rensen

doi:10.1007/bf00049289

Curved exponential families of stochastic processes and their envelope families

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00049289 ◽

1996 ◽

Vol 48 (1) ◽

pp. 61-74 ◽

Cited By ~ 2

Author(s):

Uwe K�chler ◽

Michael S�rensen

Keyword(s):

Stochastic Processes ◽

Exponential Families ◽

Curved Exponential Families

Download Full-text

A sequential approach for reducing curved exponential families of stochastic processes to noncurved exponential ones

Statistical Inference from Stochastic Processes - Contemporary Mathematics ◽

10.1090/conm/080/999019 ◽

1988 ◽

pp. 323-330

Author(s):

Valeri T. Stefanov

Keyword(s):

Stochastic Processes ◽

Exponential Families ◽

Sequential Approach ◽

Curved Exponential Families

Download Full-text

Curved Exponential Families and Edgeworth Expansions

Differential-Geometrical Methods in Statistics - Lecture Notes in Statistics ◽

10.1007/978-1-4612-5056-2_4 ◽

1985 ◽

pp. 104-127

Author(s):

Shun-ichi Amari

Keyword(s):

Exponential Families ◽

Edgeworth Expansions ◽

Curved Exponential Families

Download Full-text

The Fisher Information of Curved Exponential Families and the Elegant Kagan Inequality

Lecture Notes in Computer Science - Geometric Science of Information ◽

10.1007/978-3-030-80209-7_36 ◽

2021 ◽

pp. 323-330

Author(s):

Gérard Letac

Keyword(s):

Fisher Information ◽

Exponential Families ◽

Curved Exponential Families

Download Full-text

Exponential Families of Stochastic Processes

10.1007/b98954 ◽

1997 ◽

Cited By ~ 61

Author(s):

Uwe Küchler ◽

Michael Sørensen

Keyword(s):

Stochastic Processes ◽

Exponential Families

Download Full-text

An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments

Mathematische Nachrichten ◽

10.1002/mana.19811030103 ◽

1981 ◽

Vol 103 (1) ◽

pp. 21-30 ◽

Cited By ~ 7

Author(s):

Ingeborg Küchler ◽

Uwe Küchler

Keyword(s):

Stochastic Processes ◽

Exponential Families ◽

Analytical Treatment ◽

Stationary Increments

Download Full-text

Exponential Families of Stochastic Processes

Journal of the American Statistical Association ◽

10.2307/2670065 ◽

1998 ◽

Vol 93 (444) ◽

pp. 1515

Author(s):

Valeri Stefanov ◽

U. Kuchler ◽

M. Sorensen

Keyword(s):

Stochastic Processes ◽

Exponential Families

Download Full-text

Differential Geometry of Curved Exponential Families-Curvatures and Information Loss

The Annals of Statistics ◽

10.1214/aos/1176345779 ◽

1982 ◽

Vol 10 (2) ◽

pp. 357-385 ◽

Cited By ~ 194

Author(s):

Shun-Ichi Amari

Keyword(s):

Differential Geometry ◽

Information Loss ◽

Exponential Families ◽

Curved Exponential Families

Download Full-text

Posterior inference in curved exponential families under increasing dimensions

Econometrics Journal ◽

10.1111/ectj.12027 ◽

2014 ◽

Vol 17 (2) ◽

pp. S75-S100

Author(s):

Alexandre Belloni ◽

Victor Chernozhukov

Keyword(s):

Exponential Families ◽

Posterior Inference ◽

Curved Exponential Families

Download Full-text

Differential geometric method for curved exponential families

Institute of Mathematical Statistics Lecture Notes - Monograph Series - Multivariate analysis and its applications ◽

10.1214/lnms/1215463818 ◽

1994 ◽

pp. 461-465

Author(s):

Bo Cheng Wei ◽

Peter Che Bor Lam

Keyword(s):

Geometric Method ◽

Exponential Families ◽

Curved Exponential Families

Download Full-text

Link functions for parameters of sequential order statistics and curved exponential families

10.37190/0208-4147.41.1.8 ◽

2020 ◽

Vol 41 (1) ◽

Author(s):

G. Volovskiy ◽

S. Bedbur ◽

U. Kamps

Keyword(s):

Order Statistics ◽

Exponential Families ◽

Sequential Order ◽

Link Functions ◽

Sequential Order Statistics ◽

Curved Exponential Families

Download Full-text