A new class of metric divergences on probability spaces and its applicability in statistics.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030231" target="_blank" >RIV/67985556:_____/03:16030231 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A new class of metric divergences on probability spaces and its applicability in statistics.
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Annals of the Institute of Statistical Mathematics
ISSN
0020-3157
e-ISSN
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Volume of the periodical
55
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
15
Pages from-to
639-653
UT code for WoS article
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EID of the result in the Scopus database
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