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Abstract

I-divergence based statistical inference in exponential family

Sečkárová Vladimíra, Sabolová R.

: ROBUST 2014 Program a sborník abstraktů, p. 21-21

: ROBUST 2014, (Jetřichovice, CZ, 19.01.2014-24.01.2014)

: SVV 2014-260105, GA UK

: I-divergence, Kullback-Leibler divergence, exponential family

: http://library.utia.cas.cz/separaty/2014/AS/seckarova-0431887.pdf

(eng): The I-divergence [2] represents a tool for statistical inference about an unknown parameter γ of a probability distribution satisfying the following conditions: (i) it belongs to the regular exponential family and (ii) possesses the covering property.

: BD