The Jensen-Shannon divergence

被引：142
|
作者：
Menendez, ML [1 ]
Pardo, JA [1 ]
Pardo, L [1 ]
Pardo, MC [1 ]
机构：
[1] UNIV COMPLUTENSE, DEPT STAT & OR, E-28040 MADRID, SPAIN
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 1997年 / 334B卷 / 02期
关键词：
D O I：
10.1016/S0016-0032(96)00063-4
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we investigate the Jensen-Shannon parametric divergence for testing goodness-of-fit for point estimation. Most of the work presented is an analytical study of rite asymptotic differences between different members of the family proposed in goodness of fit, together with an examination of closer approximations to the exact distribution of these statistics than the commonly used chi-squared distribution. Finally the minimum Jensen-Shannon divergence estimates are introduced and compared with other well-known estimators by computer simulation. Copyright (C) 1997 Published by Elsevier Science Ltd
引用
收藏
页码：307 / 318
页数：12
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