English

New results on mixture and exponential models by Orlicz spaces

Statistics Theory 2016-03-18 v1 Statistics Theory

Abstract

New results and improvements in the study of nonparametric exponential and mixture models are proposed. In particular, different equivalent characterizations of maximal exponential models, in terms of open exponential arcs and Orlicz spaces, are given. Our theoretical results are supported by several examples and counterexamples and provide an answer to some open questions in the literature.

Keywords

Cite

@article{arxiv.1603.05465,
  title  = {New results on mixture and exponential models by Orlicz spaces},
  author = {Marina Santacroce and Paola Siri and Barbara Trivellato},
  journal= {arXiv preprint arXiv:1603.05465},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.3150/15-BEJ698 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)