Blended $\phi $-divergences with examples

Václav Kůs

Displaying similar documents to “Blended $φ$ -divergences with examples”

On metric divergences of probability measures

Igor Vajda (2009)

Kybernetika

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Standard properties of $φ$ -divergences of probability measures are widely applied in various areas of information processing. Among the desirable supplementary properties facilitating employment of mathematical methods is the metricity of $φ$ -divergences, or the metricity of their powers. This paper extends the previously known family of $φ$ -divergences with these properties. The extension consists of a continuum of $φ$ -divergences which are squared metric distances and which are mostly new...

Goodness-of-fit tests based on $K_{φ}$ -divergence

Teresa Pérez, Julio A. Pardo (2003)

Kybernetika

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In this paper a new family of statistics based on $K_{φ}$ -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum $K_{φ}$ -divergence.

On a class of perimeter-type distances of probability distributions

Ferdinand Österreicher (1996)

Kybernetika

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Displaying similar documents to “Blended φ -divergences with examples”

On metric divergences of probability measures

Goodness-of-fit tests based on K φ -divergence

On a class of perimeter-type distances of probability distributions

Displaying similar documents to “Blended $φ$ -divergences with examples”

Goodness-of-fit tests based on $K_{φ}$ -divergence