New results on mixture and exponential models by Orlicz spaces

被引：14

作者：

Santacroce, Marina ^{[1
]}

Siri, Paola ^{[1
]}

Trivellato, Barbara ^{[1
]}

机构：

[1] Politecn Torino, Dipartimento Sci Matemat GL Lagrange, Corso Duca Abruzzi 24, I-10129 Turin, Italy

来源：

BERNOULLI | 2016年 / 22卷 / 03期

关键词：

exponential model; information geometry; Kullback-Leibler divergence; mixture model; Orlicz space; STATISTICAL MANIFOLD; GEOMETRY;

D O I：

10.3150/15-BEJ698

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

New results and improvements in the study of nonparametric exponential and mixture models are proposed. In particular, different equivalent characterizations of maximal exponential models, in terms of open exponential arcs and Orlicz spaces, are given. Our theoretical results are supported by several examples and counterexamples and provide an answer to some open questions in the literature.

引用

页码：1431 / 1447

页数：17

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