Dual representation of <i>φ</i>-divergences and applications

Amor Keziou

doi:10.1016/S1631-073X(03)00215-2

Statistics/Probability Theory

Dual representation of φ-divergences and applications
[Représentation duale des φ-divergences et applications]

Présenté par : Paul Deheuvels

Amor Keziou ¹

¹ LSTA, boı̂te courrier 158, 8A, Université Paris-6, 175, rue du Chevaleret, 75013 Paris, France

Comptes Rendus. Mathématique, Volume 336 (2003) no. 10, pp. 857-862.

Résumé
Abstract

Dans cette Note, nous donnons une représentation « duale » des divergences. Nous utilisons cette représentation pour définir et étudier de nouveaux estimateurs de la loi et des divergences pour des modèles paramétriques discrets et continus.

In this Note, we give a “dual” representation of divergences. We make use of this representation to define and study some new estimates of the law and of the divergences for discrete and continuous parametric models.

Reçu le : 2003-02-20
Accepté le : 2003-04-15
Publié le : 2003-05-15

DOI : 10.1016/S1631-073X(03)00215-2

Affiliations des auteurs :

Amor Keziou ¹

¹ LSTA, boı̂te courrier 158, 8A, Université Paris-6, 175, rue du Chevaleret, 75013 Paris, France

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Amor Keziou. Dual representation of φ-divergences and applications. Comptes Rendus. Mathématique, Volume 336 (2003) no. 10, pp. 857-862. doi : 10.1016/S1631-073X(03)00215-2. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(03)00215-2/

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