Kybernetika 30 no. 5, 563-573, 1994

Measures of information associated with Csiszár's divergences

Miquel Salicrú

Abstract:

This paper reviews and completes the relationships between the measures of information associated with divergences, attending, in the multivariate case, to disturbances of the parameter in the directions of the coordinate axis and considering the matrix which defines the metric in direction to tangent space.

Classification:

62B10, 94A17, 94A15