On the Geometry of Censored Models

Abstract

This paper looks at the process of censoring via the differential geometric theory of Amari (1990) . This theory gives both a conceptual framework and a set of useful tools which help in mastering the asymptotic theory of estimation and testing. After briefly reviewing results from the theory, noting the natural geometry enjoyed by exponential and curved exponential families, the paper examines how censoring can be viewed in a geometric way. In particular the issue of information loss and the sampling properties of estimators are examined. Throughout a visual approach is taken in order to aid intuition and to give insight into the geometric theory