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Revision as of 08:33, 5 March 2024
scientific article
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English | MEASURING DISTRIBUTION MODEL RISK |
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MEASURING DISTRIBUTION MODEL RISK (English)
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14 April 2016
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multiple priors
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divergence preferences
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relative entropy
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\(f\)-divergence
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Bregman distance
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maximum entropy principle
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convex integral functional
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generalized exponential family
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