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August 2016 New results on mixture and exponential models by Orlicz spaces
Marina Santacroce, Paola Siri, Barbara Trivellato
Bernoulli 22(3): 1431-1447 (August 2016). DOI: 10.3150/15-BEJ698


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.


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Marina Santacroce. Paola Siri. Barbara Trivellato. "New results on mixture and exponential models by Orlicz spaces." Bernoulli 22 (3) 1431 - 1447, August 2016.


Received: 1 June 2014; Published: August 2016
First available in Project Euclid: 16 March 2016

zbMATH: 1360.62249
MathSciNet: MR3474821
Digital Object Identifier: 10.3150/15-BEJ698

Keywords: exponential model , information geometry , Kullback–Leibler divergence , mixture model , Orlicz space

Rights: Copyright © 2016 Bernoulli Society for Mathematical Statistics and Probability

Vol.22 • No. 3 • August 2016
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