A Novel Nonparametric Distance Estimator for Densities with Error Bounds

A Novel Nonparametric Distance Estimator for Densities with Error Bounds

The use of a metric to assess distance between probability densities is an important practical problem. In this work, a particular metric induced by an α-divergence is studied. The Hellinger metric can be interpreted as a particular case within the framework of generalized Tsallis divergences and en...

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Bibliographic Details
Main Authors: Alexandre R.F. Carvalho, João Manuel R. S. Tavares, Jose C. Principe
Format: Article
Language:English
Published: MDPI AG 2013-05-01
Series:Entropy
Subjects:
generalized differential entropies
generalized differential divergences
Tsallis entropy
Hellinger metric
nonparametric estimators
heterocedastic data
Online Access:http://www.mdpi.com/1099-4300/15/5/1609

Internet

http://www.mdpi.com/1099-4300/15/5/1609

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