= Orthogonal statistical parameters
{title2=$I_{\psi\eta}=\mathbb E(u_\psi u_\eta)=0$}
= Parameter orthogonality
{synonym}
= Orthogonal parameters
{synonym}
Two <statistical parameters> are orthogonal when their cross term in the expected <Fisher information matrix> vanishes. This is pointwise orthogonality at a specified parameter value, or global orthogonality when it holds throughout the parameter domain. It gives a zero cross covariance in the regular first-order asymptotic distribution of efficient estimators, rather than asserting exact finite-sample independence.
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