On an Extension of the Notion off-Divergence

DOI10.1137/S0040585X97983134MaRDI QIDQ3532121zbMATH OpenOpenAlexFDO

Authors A. A. Gushchin

Publication date 3 November 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97983134

zbMATH Keywords

\(f\)-divergencefinitely additive set function

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

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• Orlicz Addition for Measures and an Optimization Problem for the -divergence
• The minimum increment of f-divergences given total variation distances
• A Minimax Result for f-Divergences
• Comparison of contraction coefficients for f-divergences

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