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math.ST2026
Group invariance of -divergences and the Fisher--Rao distance
Frank Nielsen, Kazuki Okamura
Many statistical models have natural symmetries described by a group action. We study how such symmetries affect the comparison of two distributions. We work with a transformation…
math.ST2026
Asymptotics of the maximum likelihood estimator of the location parameter of Pearson Type VII distribution
Kazuki Okamura
We study the maximum likelihood estimator of the location parameter of the Pearson Type VII distribution with known scale. We rigorously establish precise asymptotic properties suc…