Asymptotic Distribution of Estimated Affinity between Multiparameter Exponential Families |
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Authors: | Steven T. Garren |
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Affiliation: | (1) Department of Statistics, University of Virginia, 104 Halsey Hall, Charlottesville, VA, 22903, U.S.A. |
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Abstract: | Let F1,...,FJ be the distributions of J independent multiparameter exponential families, and J(F1,...,FJ) denote the affinity between F1,...,FJ. We consider the problem of estimating J on the basis of independent random samples from these distributions. Subject to some mild regularity conditions, we derive the asymptotic distribution of the maximum likelihood estimator of J. Applications to hypothesis testing and discriminant analysis are discussed, and an example is provided. |
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Keywords: | Affinity asymptotic distribution distance measure exponential family |
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