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Projections of probability measures

 

作者: LUDGER Rüschendorf,  

 

期刊: Statistics  （Taylor Available online 1987）
卷期: Volume 18, issue 1  

页码: 123-129

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708802000

 

出版商: Akademie-Verlag

 

关键词: 62 B 10;Minimum discrimination;divergences;inequality constraints

 

数据来源: Taylor

 

摘要:

We characterize the projection of a probability measure w.r.t. divergence type distances on a class of distributions determind by inequality constraints. We discuss in more detail the KULLBACK-LEIBLER- and the distances.

 

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