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March, 1987 Confidence Regions in Curved Exponential Families: Application to Matched Case-Control and Survival Studies with General Relative Risk Function
Suresh H. Moolgavkar, David J. Venzon
Ann. Statist. 15(1): 346-359 (March, 1987). DOI: 10.1214/aos/1176350270

Abstract

Differential geometric methods are used to construct approximate confidence regions for curved exponential families. The $\alpha$-connection geometries discussed by Amari (1982), and another geometry introduced here, the $c$ geometry, are exploited to construct confidence regions. Survival and case-control studies with general relative risk functions are interpreted in the context of curved exponential families, and an example illustrates the construction of confidence regions for matched case-control studies. Simulations indicate that the geometric procedures have good coverage and power properties.

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Suresh H. Moolgavkar. David J. Venzon. "Confidence Regions in Curved Exponential Families: Application to Matched Case-Control and Survival Studies with General Relative Risk Function." Ann. Statist. 15 (1) 346 - 359, March, 1987. https://doi.org/10.1214/aos/1176350270

Information

Published: March, 1987
First available in Project Euclid: 12 April 2007

zbMATH: 0646.62026
MathSciNet: MR885741
Digital Object Identifier: 10.1214/aos/1176350270

Subjects:
Primary: 62E20
Secondary: 62B10

Rights: Copyright © 1987 Institute of Mathematical Statistics

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Vol.15 • No. 1 • March, 1987
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