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Bibliografie

Journal Article

A new class of metric divergences on probability spaces and its applicability in statistics

Vajda Igor, Öesterreicher F.

: Annals of the Institute of Statistical Mathematics vol.55, 3 (2003), p. 639-653

: CEZ:AV0Z1075907

: 579, Commission EU

: dissimilarities, metric divergences, minimum distance estimators

(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.

: 12A

: BB

07.01.2019 - 08:39