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.
New results on mixture and exponential models by Orlicz spaces / Santacroce, Marina; Siri, Paola; Trivellato, Barbara. - In: BERNOULLI. - ISSN 1350-7265. - STAMPA. - 22:3(2016), pp. 1431-1447. [10.3150/15-BEJ698]
New results on mixture and exponential models by Orlicz spaces
SANTACROCE, MARINA;SIRI, PAOLA;TRIVELLATO, BARBARA
2016
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.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2650639
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