Measuring distribution model risk
Year of publication: |
April 2016
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Authors: | Breuer, Thomas ; Csiszár, Imre |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 2, p. 395-411
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Subject: | multiple priors | divergence preferences | relative entropy | f-divergence | Bregman distance | maximum entropy principle | convex integral functional | generalized exponential family | Entropie | Entropy | Schätztheorie | Estimation theory |
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