A unified Lorenz-type approach to divergence and dependence
AbstractThe paper deals with function-valued and numerical measures of absolute and directed divergence of one probability measure from another. In case of absolute divergence, some new results are added to the known ones to form a unified structure. In case of directed divergence, new concepts are introduced and investigated. It is shown that the notions of absolute and directed divergences complement each other and provide a good insight into the extent and the type of discrepancy between two...