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

Yoon Tae Kim and Kee Won Lee

Statistics & Probability Letters, 2003, vol. 63, issue 2, 185-195

Abstract: 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.

Keywords: Riemannian; metric; Riemannian; distance; Exponential; map; Singularity; Absolute; continuity; Geodesic (search for similar items in EconPapers)
Date: 2003
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