no. 10
Statistics/Probability Theory
Dual representation of φ-divergences and applications
[Représentation duale des φ-divergences et applications]

Présenté par : Paul Deheuvels

Keziou, Amor1
1 LSTA, boı̂te courrier 158, 8A, Université Paris-6, 175, rue du Chevaleret, 75013 Paris, France
Comptes Rendus. Mathématique, Tome 336 (2003) no. 10, pp. 857-862.

Dans cette Note, nous donnons une représentation « duale » des divergences. Nous utilisons cette représentation pour définir et étudier de nouveaux estimateurs de la loi et des divergences pour des modèles paramétriques discrets et continus.

In this Note, we give a “dual” representation of divergences. We make use of this representation to define and study some new estimates of the law and of the divergences for discrete and continuous parametric models.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/S1631-073X(03)00215-2
Keziou, Amor 1

1 LSTA, boı̂te courrier 158, 8A, Université Paris-6, 175, rue du Chevaleret, 75013 Paris, France 
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Keziou, Amor. Dual representation of φ-divergences and applications. Comptes Rendus. Mathématique, Tome 336 (2003) no. 10, pp. 857-862. doi : 10.1016/S1631-073X(03)00215-2. http://www.numdam.org/articles/10.1016/S1631-073X(03)00215-2/

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