On asymptotic properties of information-theoretic divergences Export

@article{citeulike:1606756, abstract = {Mutual asymptotic equivalence is established within three classes of information-theoretic divergences of discrete probability distributions, namely, f-divergences of Csiszar, f-divergences of Bregman, and f-divergences of Burbea-Rao. These equivalences are used to find asymptotic distributions of the corresponding divergence statistics for testing the goodness of fit when the hypothetic distribution is uniform. All results are based on standard expansion techniques and on a new relation between the Bregman and Burbea-Rao divergences formulated in Lemma 2 of the paper.}, author = {Pardo, Mdel and Vajda, I.}, booktitle = {Information Theory, IEEE Transactions on}, citeulike-article-id = {1606756}, citeulike-linkout-0 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1207389}, journal = {Information Theory, IEEE Transactions on}, keywords = {bregman, burbea-rao, f-divergence}, number = {7}, pages = {1860--1867}, posted-at = {2007-08-30 08:24:31}, priority = {2}, title = {On asymptotic properties of information-theoretic divergences}, url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1207389}, volume = {49}, year = {2003} }

TY - JOUR ID - citeulike:1606756 L3 - citeulike-article-id:1606756 N2 - Mutual asymptotic equivalence is established within three classes of information-theoretic divergences of discrete probability distributions, namely, f-divergences of Csiszar, f-divergences of Bregman, and f-divergences of Burbea-Rao. These equivalences are used to find asymptotic distributions of the corresponding divergence statistics for testing the goodness of fit when the hypothetic distribution is uniform. All results are based on standard expansion techniques and on a new relation between the Bregman and Burbea-Rao divergences formulated in Lemma 2 of the paper. IS - 7 JF - Information Theory, IEEE Transactions on EP - 1867 TI - On asymptotic properties of information-theoretic divergences VL - 49 T2 - Information Theory, IEEE Transactions on SP - 1860 KW - bregman KW - burbea-rao KW - f-divergence AU - Pardo, Mdel AU - Vajda, I PY - 2003/// UR - http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1207389 ER -