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http://hdl.handle.net/2445/152099| Title: | A characterization of monotone and regular divergences |
| Author: | Corcuera Valverde, José Manuel Giummolè, F |
| Keywords: | Distribució (Teoria de la probabilitat) Anàlisi asimptòtica Geometria diferencial Estadística matemàtica Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1996 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 213 |
| Abstract: | In this paper we characterize the local structure of monotone and regular divergences, which include f-divergences as a particular case, by giving their Taylor expansion up to fourth order. We extend a previous result obtained by Čencov, using the invariant properties of Amari's α-connections. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: Annals of the Institute of Statistical Mathematics, (1998), volume 50, nº 3, pp. 433–450. [http://doi.org/10.1023/A:1003569210573] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.8] |
| URI: | http://hdl.handle.net/2445/152099 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N213.pdf | 1.03 MB | Adobe PDF | View/Open |
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