On the Differential Geometry of the Wald Test with Nonlinear Restrictions
Digitised version produced by the EUI Library and made available online in 2020.
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Digitised version produced by the EUI Library and made available online in 2020.
优选点几何与统计流形
A new mathematical object called a preferred point geometry is introduced in order to (a) provide a natural geometric framework in which to do statistical inference and (b) reflect the distinction between homogeneous aspects (e.g., any point $\theta$ may be the true parameter) and preferred point ones (e.g., when $\theta_0$ is the true parameter). Although preferred point geometry is applicable generally in statistics, we focus here on its relationship to statistical…