On a criterion of Riemannian distance for singularity and absolute continuity of probability measures

Parametric statistical models, with suitable regularity conditions, have a natural Riemannian manifold structure given by the Fisher information metric. This paper is concerned with the Riemannian distance for geometric conditions on singularity or absolute continuity of probability measures which depend on the parameters.

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Year of publication:	2003
Authors:	Kim, Yoon Tae ; Lee, Kee Won
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 2, p. 185-195
Publisher:	Elsevier
Keywords:	Riemannian metric Riemannian distance Exponential map Singularity Absolute continuity Geodesic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005137680