On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up

DOI10.1016/J.SPL.2023.109915MaRDI QIDQ6084749zbMATH OpenOpenAlexFDO

Authors

Publication date 6 November 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2023.109915

zbMATH Keywords

convergence of iterative algorithmmeasures of divergenceminimal incompatibility

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• Bivariate discrete measures via a power series conditional distribution and a regression function
• Characterizations of discrete distributions by a conditional distribution and a regression function
• Compatible Conditional Distributions
• Conditional specification of statistical models.
• Distributions most nearly compatible with given families of conditional distributions
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• scientific article; zbMATH DE number 4109875 (Why is no real title available?)
• Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma
• On the construction of a joint distribution given two discrete conditionals
• On uniform marginal representation of contingency tables
• Statistical aspects of divergence measures
• Study of incompatibility or near compatibility of bivariate discrete conditional probability distributions through divergence measures

Cited in

(1)

• On the convergence of iterative algorithms involving incompatible/minimally compatible finite discrete conditionals: short proof

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