Closures of exponential families
Csiszár, Imre ; Matúš, František
Ann. Probab., Tome 33 (2005) no. 1, p. 582-600 / Harvested from Project Euclid
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The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of convex core of a measure and extension of an exponential family, introduced previously by the authors, and a new concept of accessible faces of a convex set. Two other closures related to the information divergence are also characterized.
Publié le : 2005-03-14
Classification:  Accessible face,  convex core,  convex support,  exponential family,  extension,  information divergence,  variation distance,  weak convergence,  60A10,  60B10,  62B10,  52A20 
@article{1109868592,
     author = {Csisz\'ar, Imre and Mat\'u\v s, Franti\v sek},
     title = {Closures of exponential families},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 582-600},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1109868592}
}

Csiszár, Imre; Matúš, František. Closures of exponential families. Ann. Probab., Tome 33 (2005) no. 1, pp.  582-600. http://gdmltest.u-ga.fr/item/1109868592/