Table of Contents:
  • Elementary differential geometry
  • Differentiable manifolds
  • Tangent vectors and tangent spaces
  • Vector fields and tensor fields
  • Submanifolds
  • Riemannian metrics
  • Affine connections and covariant derivatives
  • Flatness
  • Autoparallel submanifolds
  • Projection of connections and embedding curvature
  • Riemannian connection
  • The geometric structure of statistical models
  • Statistical models
  • The Fisher metric
  • The [alpha]-connection
  • Chentsov's theorem and some historical remarks
  • The geometry of P (X)
  • [alpha]-affine manifolds and [alpha]-families
  • Dual connections
  • Duality of connections
  • Divergences: general contrast functions
  • Dually flat spaces
  • Canonical divergence
  • The dualistic structure of exponential families
  • The dualistic structure of [alpha]-affine manifolds and [alpha]-families
  • Mutually dual foliations
  • A further look at the triangular relation
  • Statistical inference and differential geometry
  • Estimation based on independent observations
  • Exponential families and observed points
  • Curved exponential families
  • Consistency and first-order efficiency
  • Higher-order asymptotic theory of estimation
  • Asymptotics of Fisher information
  • Higher-order asymptotic theory of tests
  • The theory of estimating functions and fiber bundles
  • The fiber bundle of local exponential families
  • Hilbert bundles and estimating functions
  • The geometry of time series and linear systems
  • The space of systems and time series.