On F-processes and their applications

  • L. Vostrikova
Conference paper
First Online:
Received:
Part of the Lecture Notes in Mathematics book series (LNM, volume 1233)

Abstract

We consider the f-divergences of probability measures on filtered spaces and define the corresponding f-processes. We show how the f-processes can be used for the investigation of the properties of probability measures and statistical estimators.

Keywords

f-divergence Hellinger distance Matusita distance f-process Hellinger process Matusita process convergence in variation entire asymptotic separation (Cn)-consistency 
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Copyright information

© Springer-Verlag 1987

Authors and Affiliations

  • L. Vostrikova
    • 1
  1. 1.Computing Center of L.Eötvös UniversityBudapest

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