Geometrical Foundations of Asymptotic Inference Hardcover - 1997 - 1st Edition
by Robert E. Kass; Paul W. Vos
From the rear cover
Differential geometry provides an aesthetically appealing and often revealing view of statistical inference. Beginning with an elementary treatment of one-parameter statistical models and ending with an overview of recent developments, this is the first book to provide an introduction to the subject that is largely accessible to readers not already familiar with differential geometry. It also gives a streamlined entry into the field to readers with richer mathematical backgrounds. Much space is devoted to curved exponential families, which are of interest not only because they may be studied geometrically but also because they are analytically convenient, so that results may be derived rigorously. In addition, several appendices provide useful mathematical material on basic concepts in differential geometry. Topics covered include the following:
- Basic properties of curved exponential families
- Elements of second-order, asymptotic theory
- The Fisher-Efron-Amari theory of information loss and recovery
- Jeffreys-Rao information-metric Riemannian geometry
- Curvature measures of nonlinearity
- Geometrically motivated diagnostics for exponential family regression
- Geometrical theory of divergence functions
- A classification of and introduction to additional work in the field
Details
- Title Geometrical Foundations of Asymptotic Inference
- Author Robert E. Kass; Paul W. Vos
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 376
- Volumes 1
- Language ENG
- Publisher Wiley-Interscience
- Date 1997-07-17
- Illustrated Yes
- Features Bibliography, Illustrated, Index
- ISBN 9780471826682 / 0471826685
- Weight 1.57 lbs (0.71 kg)
- Dimensions 9.5 x 6.46 x 0.9 in (24.13 x 16.41 x 2.29 cm)
- Library of Congress subjects Geometry, Differential, Mathematical statistics - Asymptotic theory
- Library of Congress Catalog Number 96043998
- Dewey Decimal Code 519.54
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