scientific article

From MaRDI portal
Publication:3803964

zbMath0656.62004MaRDI QIDQ3803964

Igor Vajda, Friedrich Liese

Publication date: 1987


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

On local divergences between two probability measuresOn robustness and efficiency of minimum divergence estimatorsSome approximations to power functions of \(\phi\)-divergence tests in parametric modelsDivergence-type errors of smooth Barron-type density estimators.Optimal statistical decisions about some alternative financial modelsStrong convergence of multivariate point processes of exceedancesA new class of metric divergences on probability spaces and its applicability in statisticsBootstrap confidence regions in multinomial samplingRelative information of type \(s\), Csiszár's \(f\)-divergence, and information inequalitiesRényi test statistics for partially observed diffusion processesNonadditivity in loglinear models using \(\Phi\)-divergences and MLEsOrdering and selecting extreme populations by means of entropies and divergencesAdaptive decision making for stochastic processesRefinement of the Jensen integral inequalitySome properties of generalized proximal point methods for quadratic and linear programmingGeneralized projections for non-negative functionsEmpirical likelihood in some semiparametric modelsBounds for \(f\)-divergences under likelihood ratio constraints.Full indifferentiable security of the XOR of two or more random permutations using the \(\chi^2\) methodAsymptotic divergence of estimates of discrete distributionsSome new statistics for testing hypotheses in parametric modelsAn interior point method for the nonlinear complementarity problemSupervised nonnegative matrix factorization via minimization of regularized Moreau-envelope of divergence function with application to music transcriptionMaps on density operators preserving quantum \(f\)-divergencesOn the Hellinger type distances for filtered experimentsSome properties of the Hellinger transform and its application in classification problemsMinimum Kolmogorov distance estimates of parameters and parametrized distributionsA generalization of \(f\)-divergence measure to convex functions defined on linear spacesDual divergence estimators and tests: robustness resultsOn some properties of generalized proximal point methods for variational inequalitiesHypothesis testing in a generic nesting framework for general distributionsDistances between models of generalized order statisticsEstimation of the activity of jumps in time-changed Lévy modelsMinimum divergence estimators, maximum likelihood and exponential familiesScalable information inequalities for uncertainty quantificationEntropic value-at-risk: a new coherent risk measureAsymptotic laws for disparity statistics in product multinomial models.Asymptotic equivalence for nonparametric regression with non-regular errorsDual divergences estimation for censored survival dataMinimum (\(h\),\(\phi\))-divergences estimators with weightsDual representation of \(\phi\)-divergences and applications.Initial enlargement of filtrations and entropy of Poisson compensatorsAspects concerning entropy and utilityUncertainty averse preferencesRényi divergence and \(L_p\)-affine surface area for convex bodiesAsymptotic properties of predictive recursion: robustness and rate of convergenceDual divergence estimators of the tail indexDistances and discrimination rates for stochastic processesDivergences and duality for estimation and test under moment condition modelsNested models for categorical dataMulti-sample Rényi test statisticsDivergence-based tests of homogeneity for spatial dataOn Bayesian estimation via divergencesRényi divergence and the central limit theoremGoodness-of-fit tests for elliptical and independent copulas through projection pursuitGlobal statistical information in exponential experiments and selection of exponential modelsOn testing local hypotheses via local divergenceTesting with exponentially tilted empirical likelihoodDivergence-based tests for model diagnosticOptimal experimental design criterion for discriminating semiparametric modelsA note on the chi-square method: a tool for proving cryptographic securityPoisson approximation of empirical processesChoosing the best Rukhin goodness-of-fit statisticsThe minimum increment of f-divergences given total variation distancesParametric estimation and tests through divergences and the duality techniqueHodges-Lehmann optimality for testing moment conditionsOn the computation of optimal monotone mean-variance portfolios via truncated quadratic utilityDivergences test statistics for discretely observed diffusion processesRényi statistics for testing equality of autocorrelation coefficientsRelative entropy under mappings by stochastic matricesRegularized Lotka-Volterra dynamical system as continuous proximal-like method in optimization.Minimum disparity estimators for discrete and continuous models.Information divergence estimation based on data-dependent partitionsA refined Jensen's inequality in Hilbert spaces and empirical approximationsOn Rényi information for ergodic diffusion processesSketching information divergencesOn efficiency of estimation and testing with data quantized to fixed number of cellsLevinson-type inequalities via new Green functions and Montgomery identityMultiplicative iterative algorithms for convex programmingEstimation and tests of independence in copula models via divergencesAbout the sharpness of the Jensen inequalityRETRACTED ARTICLE: Generalization of the Levinson inequality with applications to information theoryGeneralization of the Levinson inequality with applications to information theoryGeneral bootstrap for dual \(\phi\)-divergence estimatesEstimation of f-divergence and Shannon entropy by using Levinson type inequalities for higher order convex functions via Hermite interpolating polynomialAsymptotically minimax separation of two simple hypothesesOn some improvements of the Jensen inequality with some applicationsAn interior point method with Bregman functions for the variational inequality problem with paramonotone operatorsSmall-sample comparisons for the Rukhin goodness-of-fit-statisticsOn Burbea-Rao divergence based goodness-of-fit tests for multinomial modelsSome new statistics for testing point null hypotheses with prior informationPurposeful projection in models of a mixture of Gaussian distributions that preserves information about the cluster structure.Comparison of contraction coefficients for \(f\)-divergencesStability and infinitesimal robustness of posterior distributions and posterior quantitiesStatistical inference for finite Markov chains based on divergencesGoodness-of-fit tests based on Rao's divergence under sparseness assumptionsTests based on divergences for and against ordered alternatives in cubic contingency tablesA generalized \(\varphi\)-divergence for asymptotically multivariate normal models.A new smoothing-regularization approach for a maximum-likelihood estimation problemHellinger transform of Gaussian autoregressive processesWhich misspecifications persist?Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radarRevisiting consistency of a recursive estimator of mixing distributionsOn reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measuresBETA DIVERGENCE AND KERNELS METHODS WITH SUPPORT VECTOR MACHINE (SVM)On a cornerstone of bare-simulation distance/divergence optimizationAggregated tests based on supremal divergence estimators for non-regular statistical modelsSecond-order asymptotic comparison of estimators under φ-divergence lossOn divergences of finite measures and their applicability in statistics and information theoryInference in ϕ-families of distributionsLarge deviations of divergence measures on partitionsAN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENTUnnamed ItemUnnamed ItemExtensions of recent combinatorial refinements of discrete and integral Jensen inequalitiesRobust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression modelAN ITERATIVE INFERENCE MECHANISM FOR THE PROBABILISTIC EXPERT SYSTEM PESTHE MINIMAL κ-ENTROPY MARTINGALE MEASURESelection procedures for sparse dataUnnamed ItemLikelihood Divergence Statistics for Testing Hypotheses in Familial DataAPPROXIMATIONS TO POWERS OF φ-DISPARITY GOODNESS-OF-FIT TESTS*Importance Sampling and Necessary Sample Size: An Information Theory ApproachEstimation of \(f\)-divergence and Shannon entropy by Levinson-type inequalities via new Green's functions and Lidstone polynomialMonoparametric family of metrics derived from classical Jensen-Shannon divergenceParameter selection in modified histogram estimatesAn f-Divergence Approach for Optimal Portfolios in Exponential Lévy ModelsA Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong ConvergenceExistence, consistency and computer simulation for selected variants of minimum distance estimatorsSensitivity analysis for rare events based on Rényi divergenceOn the asymptotics of minimum disparity estimationThe computational asymptotics of Gaussian variational inference and the Laplace approximationSome lower bounds in dynamic networks with oblivious adversariesNew converses of Jensen inequality via Green functions with applicationsConcentrated differentially private average consensus algorithm for a discrete-time network with heterogeneous dynamicsSome inequalities for Csiszár divergence via theory of time scalesUnnamed ItemEstimations of \(f\)- and Rényi divergences by using a cyclic refinement of the Jensen's inequalityOn distributionally robust extreme value analysisSharp and fuzzy observables on effect algebrasRobust Statistical Engineering by Means of Scaled Bregman DistancesDivergence-based confidence intervals in false-positive misclassification modelRényi statistics for testing hypotheses in mixed linear regression modelsRobust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDESome bounds for skewed \(\alpha\)-Jensen-Shannon divergenceUnnamed ItemUnnamed ItemUnnamed ItemDivergence for \(s\)-concave and log concave functionsChecking for prior-data conflict using prior-to-posterior divergencesPerturbation analysis of Poisson processesA class of asymptotically efficient estimators based on sample spacingsTests of goodness of fit based on Phi-divergenceOn new developments in divergence statisticsGoodness-of-fit tests via phi-divergencesRobust bounds and optimization at the large deviations scale for queueing models via Rényi divergenceDivergence-Based Vector QuantizationOn empirical likelihood for semiparametric two-sample density ratio modelsMinimal \(f^q\)-Martingale measures for exponential Lévy processesVariational Representations and Neural Network Estimation of Rényi DivergencesTwo approaches to grouping of data and related disparity statisticsAsymptotic distributions of weighted divergence between discrete distributionsTest of homogeneity in semiparametric two-sample density ratio modelsA symmetric information divergence measure of the Csiszár's \(f\)-divergence class and its boundsMeasuring stochastic dependence using \(\phi\)-divergenceDynamic variational preferencesEmpirical φ∗-Divergence Minimizers for Hadamard Differentiable FunctionalsOn properties of the \((\Phi , a)\)-power divergence family with applications in goodness of fit testsLimiting properties of some measures of informationA Survey of Reverse Inequalities for f-Divergence Measure in Information TheoryOn asymptotic sufficiency and optimality of quantizationsLaw invariant risk measures and information divergencesUnnamed ItemIMPROVED ESTIMATORS OF BREGMAN DIVERGENCE FOR MODEL SELECTION IN SMALL SAMPLESThe $f$-Sensitivity IndexLimit laws for disparities of spacingsSeveral Applications of Divergence Criteria in Continuous FamiliesUnnamed ItemOn a Jensen-type inequality for generalized f-divergences and Zipf-Mandelbrot lawSome Universal Insights on Divergences for Statistics, Machine Learning and Artificial IntelligenceProjection Pursuit Through Relative Entropy MinimizationUnnamed ItemEXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONSQUANTUM f-DIVERGENCES AND ERROR CORRECTIONUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemApproximation of distributions by using the Anderson Darling statisticEstimation of divergence measures via Weighted Jensen inequality on time scalesSelection rules based on divergencesUnnamed ItemConjugate predictive distributions and generalized entropiesRényi Statistics in Directed Families of Exponential Experiments*Unnamed ItemOn Efficient Estimation in Continuous Models Based on Finitely Quantized ObservationsOn divergence tests for composite hypotheses under composite likelihoodUnnamed ItemDistribution Estimates Consistent in χ2-DivergenceTesting in logistic regression models based on \(\phi\)-divergences measuresUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemUnnamed ItemINEQUALITIES FOR QUANTUM f-DIVERGENCE OF CONVEX FUNCTIONS AND MATRICESOptimal transport with some directed distancesNew estimates and tests of independence in some copula models