Projections of probability measures

DOI10.1080/02331888708802000zbMath0615.62004OpenAlexW2093889678MaRDI QIDQ4722988

Ludger Rüschendorf

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802000

zbMATH Keywords

inequality constraintsKullback-Leibler distancephi-divergencechi square distanceprojections of probability measures

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

A Weighted Bootstrap Procedure for Divergence Minimization Problems

Cites Work

• Unnamed Item
• Sanov property, generalized I-projection and a conditional limit theorem
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Large deviation theorems for empirical probability measures
• Least favorable pairs for special capacities
• [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds]
• On solutions of minimax test problems for special capacities

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