A Minimax Result for f-Divergences

DOI10.1007/978-3-540-30788-4_14zbMATH Open1098.62010OpenAlexW11812229MaRDI QIDQ5493550FDOQ5493550

Authors: A. A. Gushchin, Denis A. Zhdanov 

Publication date: 23 October 2006

Published in: From Stochastic Calculus to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-30788-4_14

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zbMATH Keywords

minimax theoremminimax strategyBayes strategystatistical game

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Cited In (3)

• Minimax Optimal Estimation of KL Divergence for Continuous Distributions
• On the maximum values of \(f\)-divergence and Rényi divergence under a given variational distance
• A criterion on apportionment methods minimizing the Rényi's divergence

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