MEASURING DISTRIBUTION MODEL RISK (Q2800000)

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MEASURING DISTRIBUTION MODEL RISK
scientific article

    Statements

    title
    MEASURING DISTRIBUTION MODEL RISK (English)
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    author
    Thomas Breuer
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    Imre Csiszár
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    publication date
    14 April 2016
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1111/mafi.12050
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    zbMATH DE Number
    6568858
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