Divergence Measures Estimation and Its Asymptotic Normality Theory Using Wavelets Empirical Processes I

We deal with the normality asymptotic theory of empirical divergences measures based on wavelets in a series of three papers. In this first paper, we provide the asymptotic theory of the general of ϕ-divergences measures, which includes the most common divergence measures : Renyi and Tsallis familie...

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Bibliographic Details
Main Authors: Amadou Diadié Ba, Gane Samb LO, Diam Ba
Format: Article
Language:English
Published: Atlantis Press 2018-03-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Online Access:https://www.atlantis-press.com/article/25894620/view