Minimum dynamic discrimination information models
نویسندگان
چکیده
منابع مشابه
Minimum Dynamic Discrimination Information Models
In this paper, we introduce the minimum dynamic discrimination information (MDDI) approach to probability modeling. The MDDI model relative to a given distributionG is that which has least Kullback–Leibler information discrepancy relative to G, among all distributions satisfying some information constraints given in terms of residual moment inequalities, residualmoment growth inequalities, or h...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2005
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200000681