Divergences of Gauss-Markov random fields with application to statistical inference

Martin Janžura

Kybernetika (1988)

  • Volume: 24, Issue: 6, page 401-412
  • ISSN: 0023-5954

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Janžura, Martin. "Divergences of Gauss-Markov random fields with application to statistical inference." Kybernetika 24.6 (1988): 401-412. <http://eudml.org/doc/27339>.

@article{Janžura1988,
author = {Janžura, Martin},
journal = {Kybernetika},
keywords = {alpha divergence; asymptotic properties of Gauss-Markov random fields; Explicit formulas; entropy rate; I-divergence},
language = {eng},
number = {6},
pages = {401-412},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Divergences of Gauss-Markov random fields with application to statistical inference},
url = {http://eudml.org/doc/27339},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Janžura, Martin
TI - Divergences of Gauss-Markov random fields with application to statistical inference
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 6
SP - 401
EP - 412
LA - eng
KW - alpha divergence; asymptotic properties of Gauss-Markov random fields; Explicit formulas; entropy rate; I-divergence
UR - http://eudml.org/doc/27339
ER -

References

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  1. R. L. Dobrushin, Gaussian random fields -- Gibbsian point of view, In: Multicomponent random systems (R. L. Dobrushin, Ya. G. Sinai, eds.). M. Dekker, New York 1980, 119-151. (1980) Zbl0499.60046MR0599534
  2. M. Janžura, Asymptotic theory of parameter estimation for Gauss-Markov random fields, Kybernetika 24 (1988) 3, 161-176. (1988) MR0953686
  3. H. Künsch, Thermodynamics and statistical analysis of Gaussian random fields, Z. Wahrsch. verw. Gebiete 58 (1981), 407-421. (1981) MR0639149
  4. C. Preston, Random Fields, (Lecture Notes in Mathematics 534.) Springer-Verlag, Berlin--Heidelberg--New York 1976. (1976) Zbl0335.60074MR0448630
  5. E. M. Stein, G. Weiss, Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press, Princeton, N. J. 1971. (1971) Zbl0232.42007MR0304972
  6. I. Vajda, A new general approach to minimum distance estimation, In: Trans. Ninth Prague Conference on Inform. Theory, Statist. Dec. Functions, Random Processes. Academia, Prague 1983, 103-112. (1983) Zbl0552.62016MR0757729
  7. I. Vajda, Efficiency and robustness control via distorted maximum likelihood estimation, Kybernetika 22 (1986), 47-67. (1986) Zbl0603.62039MR0839344
  8. I. Vajda, Theory of Statistical Inference and Information, Reidel, Amsterdam 1988. (1988) 

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