Quantile-based overlap measures
From MaRDI portal
Publication:6601231
DOI10.1007/s11587-022-00712-6zbMATH Open1547.60022MaRDI QIDQ6601231
Publication date: 10 September 2024
Published in: Ricerche di Matematica (Search for Journal in Brave)
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Unnamed Item
- Kullback-Leibler divergence: a quantile approach
- Quantile-based reliability analysis
- A quantile-based Tsallis-\(\alpha\) divergence
- Statistical inference for the Weitzman overlapping coefficient in a family of distributions
- Toward an empirical analysis of polarization
- The overlapping coefficient as a measure of agreement between probability distributions and point estimation of the overlap of two normal densities
- Nonparametric Statistical Data Modeling
- Quantile-based cumulative Kullback–Leibler divergence
- Kernel method for overlapping coefficients estimation
- On the asymptotic distribution of Matusita's overlapping measure
- Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
This page was built for publication: Quantile-based overlap measures