scientific article; zbMATH DE number 4040911

MaRDI QIDQ3779498zbMATH OpenFDO

Authors Friedrich Liese

Publication date 1987

Full work available at URL https://eudml.org/doc/28763

zbMATH Keywords

f-divergence of two sigma-finite measuresHellinger integralsinfinitely divisible distributionsweak convergence on metric spaces

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07)

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Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 3451228 (Why is no real title available?)
• scientific article; zbMATH DE number 3252891 (Why is no real title available?)
• scientific article; zbMATH DE number 3385125 (Why is no real title available?)
• scientific article; zbMATH DE number 3424921 (Why is no real title available?)
• scientific article; zbMATH DE number 3200971 (Why is no real title available?)
• Large deviation theorems for empirical probability measures
• On the f-divergence and singularity of probability measures

Cited in

(8)

• Wasserstein and total variation distance between marginals of Lévy processes
• Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
• Estimation and Calibration of Lévy Models via Fourier Methods
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• scientific article; zbMATH DE number 4030776 (Why is no real title available?)
• scientific article; zbMATH DE number 1222327 (Why is no real title available?)
• Refined total variation bounds in the multivariate and compound Poisson approximation
• Information bounds for inverse problems with application to deconvolution and Lévy models

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