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Bibliografie

Journal Article

Core Functions and Core Divergences of Regular Distributions

Fabián Zdeněk, Vajda Igor

: Kybernetika vol.39, 1 (2003), p. 29-42

: AV0Z1030915

: IAA1075101, GA AV ČR

: Johnsohn transforms, generalized Johnsohn distributions, core function of distributions, core divergences of distributions

: http://dml.cz/handle/10338.dmlcz/135506

(eng): Core functions of a distributions from regular statistical families, called Johnson Families, are modifications of the well known score functions. $L_2$ distance of core functions of arbitrary distributions from Johnson families is used to define a core divergence of distributions. It almost coincides with the Kullback divergence when the deviation of parameters is small, and in the cases of heavy-tailed distributions is less sensitive to large deviations of parameters.

: 12

: BA

07.01.2019 - 08:39