Abstract
We study conditions under which a sequence of statistical experiments can be approximated in a certain sense by experiments generated by exponential families with a convex canonical parameter space or weakly converges to such an experiment.
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Gushchin, A.A., Valkeila, E. (2001). Exponential Approximation of Statistical Experiments. In: Balakrishnan, N., Ibragimov, I.A., Nevzorov, V.B. (eds) Asymptotic Methods in Probability and Statistics with Applications. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0209-7_29
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DOI: https://doi.org/10.1007/978-1-4612-0209-7_29
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6663-1
Online ISBN: 978-1-4612-0209-7
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