| bibtype |
J -
Journal Article
|
| ARLID |
0411244 |
| utime |
20240103182312.5 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
A new class of metric divergences on probability spaces and its applicability in statistics |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0250791 |
| ISSN |
0020-3157 |
| title
|
Annals of the Institute of Statistical Mathematics |
| volume_id |
55 |
| volume |
3 (2003) |
| page_num |
639-653 |
|
| keyword |
dissimilarities |
| keyword |
metric divergences |
| keyword |
minimum distance estimators |
| author
(primary) |
| ARLID |
cav_un_auth*0101218 |
| name1 |
Vajda |
| name2 |
Igor |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0213136 |
| name1 |
Öesterreicher |
| name2 |
F. |
| country |
AT |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
579 |
| agency |
Commission EU |
| country |
XE |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
The paper introduces an infinite class of f-divergences of probability distributions which metrize spaces of probability distributions. The total variation, Hellinger divergence and information radius of Sibson are examples of divergences from this class. The remaining divergences seem to be new in the literature on this topic. An important applicability of these divergences in the statistical point estimation is demonstrated. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0131329 |
| ID_orig |
UTIA-B 20030231 |
| arlyear |
2003 |
| mrcbU63 |
cav_un_epca*0250791 Annals of the Institute of Statistical Mathematics 0020-3157 1572-9052 Roč. 55 č. 3 2003 639 653 |
|