Statistical Analysis of Curved Probability Densities

M. Taniguchi and Y. Watanabe

Journal of Multivariate Analysis, 1994, vol. 48, issue 2, 228-248

Abstract: Suppose that pn(· ; [theta]) is the joint probability density of n observations which are not necessarily i.i.d. In this paper we discuss the estimation of an unknown parameter u of a family of "curved probability densities" defined by M = {pn(· ; [theta](u)), dim u

Date: 1994
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