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http://hdl.handle.net/2445/23363
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DC Field | Value | Language |
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dc.contributor.author | Corcuera Valverde, José Manuel | cat |
dc.contributor.author | Giummolè, Federica | cat |
dc.date.accessioned | 2012-04-10T08:08:51Z | - |
dc.date.available | 2012-04-10T08:08:51Z | - |
dc.date.issued | 1999 | - |
dc.identifier.issn | 1350-7265 | - |
dc.identifier.uri | http://hdl.handle.net/2445/23363 | - |
dc.description.abstract | In a recent paper, Komaki studied the second-order asymptotic properties of predictive distributions, using the Kullback-Leibler divergence as a loss function. He showed that estimative distributions with asymptotically efficient estimators can be improved by predictive distributions that do not belong to the model. The model is assumed to be a multidimensional curved exponential family. In this paper we generalize the result assuming as a loss function any f divergence. A relationship arises between alpha connections and optimal predictive distributions. In particular, using an alpha divergence to measure the goodness of a predictive distribution, the optimal shift of the estimate distribution is related to alpha-covariant derivatives. The expression that we obtain for the asymptotic risk is also useful to study the higher-order asymptotic properties of an estimator, in the mentioned class of loss functions. | eng |
dc.format.extent | 14 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | eng |
dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | - |
dc.relation.isformatof | Reproducció del document publicat a: http://projecteuclid.org/euclid.bj/1173707099 | - |
dc.relation.ispartof | Bernoulli, 1999, vol. 5, núm. 1, p. 163-176 | - |
dc.rights | (c) ISI/BS, International Statistical Institute, Bernoulli Society, 1999 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Geometria diferencial | cat |
dc.subject.classification | Connexions (Matemàtica) | cat |
dc.subject.classification | Estadística matemàtica | cat |
dc.subject.classification | Teoria de la predicció | cat |
dc.subject.other | Differential geometry | eng |
dc.subject.other | Prediction theory | eng |
dc.subject.other | Connections (Mathematics) | eng |
dc.subject.other | Mathematical statistics | cat |
dc.title | On the relationship between alpha connections and the asymptotic properties of predictive distributions | eng |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 141404 | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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141404.pdf | 303.49 kB | Adobe PDF | View/Open |
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