Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma

Journal of Multivariate Analysis

Volumn 97, Issue 9, 2006, Pages 2034-2040

  Eguchi, Shinto ^a   Copas, John ^b  

^a GRADUATE UNIVERSITY FOR ADVANCED STUDIES   (Japan)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Exponential connection; Information geometry; Maximum likelihood; Mixture connection; ROC curve; Testing hypotheses

Indexed keywords

EID: 33748433782     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.03.007     Document Type: Article

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