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

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  • Kim, Yoon Tae
  • Lee, Kee Won

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.

Suggested Citation

  • Kim, Yoon Tae & Lee, Kee Won, 2003. "On a criterion of Riemannian distance for singularity and absolute continuity of probability measures," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 185-195, June.
  • Handle: RePEc:eee:stapro:v:63:y:2003:i:2:p:185-195
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    References listed on IDEAS

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    1. Kim, Yoon Tae, 2001. "A geometric approach to singularity for Hilbert space-valued SDEs," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 35-45, March.
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