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A new class of metric divergences on probability spaces and its applicability in statistics

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  • Ferdinand Österreicher
  • Igor Vajda

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  • Ferdinand Österreicher & Igor Vajda, 2003. "A new class of metric divergences on probability spaces and its applicability in statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 639-653, September.
    • Handle: RePEc:spr:aistmt:v:55:y:2003:i:3:p:639-653
    DOI: 10.1007/BF02517812
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    References listed on IDEAS

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    1. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
    2. L. Györfi & I. Vajda & E. Meulen, 1996. "Minimum kolmogorov distance estimates of parameters and parametrized distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 237-255, December.
    3. Pak, Ro Jin, 1996. "Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency," Statistics & Probability Letters, Elsevier, vol. 26(3), pages 263-269, February.
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    Cited by:

    1. De Keyser, Steven & Gijbels, Irène, 2024. "Parametric dependence between random vectors via copula-based divergence measures," Journal of Multivariate Analysis, Elsevier, vol. 203(C).
    2. Gómez-Lopera, J.F. & Martínez-Aroza, J. & Rodríguez-Valverde, M.A. & Cabrerizo-Vílchez, M.A. & Montes-Ruíz-Cabello, F.J., 2015. "Entropic image segmentation of sessile drops over patterned acetate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 239-247.
    3. Osán, Tristán M. & Bussandri, Diego G. & Lamberti, Pedro W., 2018. "Monoparametric family of metrics derived from classical Jensen–Shannon divergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 336-344.
    4. Papastamoulis Panagiotis & Rattray Magnus, 2017. "Bayesian estimation of differential transcript usage from RNA-seq data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(5-6), pages 387-405, December.
    5. Boussalis, Constantine & Dukalskis, Alexander & Gerschewski, Johannes, 2022. "Why It Matters What Autocrats Say: Assessing Competing Theories of Propaganda," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 70(3), pages 241-252.
    6. Yan Zhihua & Tang Xijin, 2020. "Exploring Evolution of Public Opinions on Tianya Club Using Dynamic Topic Models," Journal of Systems Science and Information, De Gruyter, vol. 8(4), pages 309-324, August.
    7. Tsagris, Michail & Preston, Simon & T.A. Wood, Andrew, 2016. "Improved classi cation for compositional data using the $\alpha$-transformation," MPRA Paper 67657, University Library of Munich, Germany.
    8. Michail Tsagris & Simon Preston & Andrew T. A. Wood, 2016. "Improved Classification for Compositional Data Using the α-transformation," Journal of Classification, Springer;The Classification Society, vol. 33(2), pages 243-261, July.
    9. Topsøe, Flemming, 2004. "Entropy and equilibrium via games of complexity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 340(1), pages 11-31.
    10. Tsagris, Michail, 2014. "The k-NN algorithm for compositional data: a revised approach with and without zero values present," MPRA Paper 65866, University Library of Munich, Germany.
    11. Tsagris, Michail, 2015. "A novel, divergence based, regression for compositional data," MPRA Paper 72769, University Library of Munich, Germany.
    12. Yu, Xisheng, 2021. "A unified entropic pricing framework of option: Using Cressie-Read family of divergences," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    13. Osán, T.M. & Bussandri, D.G. & Lamberti, P.W., 2022. "Quantum metrics based upon classical Jensen–Shannon divergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
    14. Sagron, Ruth & Pugatch, Rami, 2021. "Universal distribution of batch completion times and time-cost tradeoff in a production line with arbitrary buffer size," European Journal of Operational Research, Elsevier, vol. 293(3), pages 980-989.
    15. Leila M Naeni & Hugh Craig & Regina Berretta & Pablo Moscato, 2016. "A Novel Clustering Methodology Based on Modularity Optimisation for Detecting Authorship Affinities in Shakespearean Era Plays," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-27, August.

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