A Generalized Relative (α, β)-Entropy: Geometric Properties and Applications to Robust Statistical Inference

A Generalized Relative (α, β)-Entropy: Geometric Properties and Applications to Robust Statistical Inference

Entropy and relative entropy measures play a crucial role in mathematical information theory. The relative entropies are also widely used in statistics under the name of divergence measures which link these two fields of science through the minimum divergence principle. Divergence measures are popul...

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Bibliographic Details
Main Authors: Abhik Ghosh, Ayanendranath Basu
Format: Article
Language:English
Published: MDPI AG 2018-05-01
Series:Entropy
Subjects:
relative entropy
logarithmic super divergence
robustness
minimum divergence inference
generalized renyi entropy
Online Access:http://www.mdpi.com/1099-4300/20/5/347

Internet

http://www.mdpi.com/1099-4300/20/5/347

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