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  • We propose a simple method of construction of new families of phi-divergences. This method called convex standardization is applicable to convex and concave functions phi(t) twice continuously differentiable in a neighborhood of t=1 with nonzero second derivative at the point t=1. Using this method we introduce several extensions of the LeCam, power, chi^a and Matusita divergences. The extended families are shown to connect smoothly these divergences with the Kullback divergence or they connect various pairs of these particular divergences themselves. We investigate also the metric properties of divergences from these extended families.
  • We propose a simple method of construction of new families of phi-divergences. This method called convex standardization is applicable to convex and concave functions phi(t) twice continuously differentiable in a neighborhood of t=1 with nonzero second derivative at the point t=1. Using this method we introduce several extensions of the LeCam, power, chi^a and Matusita divergences. The extended families are shown to connect smoothly these divergences with the Kullback divergence or they connect various pairs of these particular divergences themselves. We investigate also the metric properties of divergences from these extended families. (en)
Title
  • Extensions Of The Parametric Families Of Divergences Used In Statistical Inference
  • Extensions Of The Parametric Families Of Divergences Used In Statistical Inference (en)
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  • Extensions Of The Parametric Families Of Divergences Used In Statistical Inference
  • Extensions Of The Parametric Families Of Divergences Used In Statistical Inference (en)
skos:notation
  • RIV/68407700:21340/08:00164448!RIV10-MSM-21340___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), P(FI-IM3/136), P(GA102/07/1131), Z(AV0Z10750506), Z(MSM6840770039)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
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http://linked.open...dnocenehoVysledku
  • 367461
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21340/08:00164448
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • divergences; metric divergences; families of f-divergences (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [0584CA009071]
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  • Kybernetika
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http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 44
http://linked.open...iv/tvurceVysledku
  • Kůs, Václav
http://linked.open...ain/vavai/riv/wos
  • 000255247900009
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 21340
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