Divergence minimization under prior inequality constraints

Motivated by problems in robust statistics we first give a simple proof of the following: Given a probability measure P and positive measures /spl mu/

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Bibliographic Details
Main Authors: Csiszar, I., Tusnady, G., Ispany, M., Verdes, E., Michaletzky, G., Rudas, T.
Format: Conference Proceeding
Language:English
Subjects:
Contamination
Density measurement
Extraterrestrial measurements
Maximum likelihood estimation
Pollution measurement
Probability
Q measurement
Robustness
Statistics
Testing
Online Access:Request full text
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Description
Summary:Motivated by problems in robust statistics we first give a simple proof of the following: Given a probability measure P and positive measures /spl mu/
DOI:10.1109/ISIT.2001.935884