MEASURING DISTRIBUTION MODEL RISK (Q2800000)

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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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