On limiting towards the boundaries of exponential families

0455604 - ÚTIA 2016 RIV CZ eng J - Článek v odborném periodiku
Matúš, František
On limiting towards the boundaries of exponential families.
Kybernetika. Roč. 51, č. 5 (2015), s. 725-738. ISSN 0023-5954
Grant CEP: GA ČR GA13-20012S
Institucionální podpora: RVO:67985556
Klíčová slova: exponential family * variance function * Kullback--Leibler divergence * relative entropy * information divergence * mean parametrization * convex support
Kód oboru RIV: BD - Teorie informace
Impakt faktor: 0.628, rok: 2015
http://library.utia.cas.cz/separaty/2016/MTR/matus-0455604.pdf

This work studies the standard exponential families of probability measures on Euclidean spaces that have finite supports. In such a family parameterized by means, the mean is supposed to move along a segment inside the convex support towards an endpoint on the boundary of the support. Limit behavior of several quantities related to the exponential family is described explicitly. In particular, the variance functions and information divergences are studied around the boundary.
Trvalý link: http://hdl.handle.net/11104/0257090