Chaganty, Narasinga R. ; Karandikar, Rajeeva L. (1996) Some properties of the Kullback-Leibler number Sankhya: The Indian Journal of Statistics, Series A, 58 (1). pp. 69-80. ISSN 0972-7671
Full text not available from this repository.
Official URL: http://www.jstor.org/pss/25051084
Abstract
In this paper we obtain some useful properties of the Kullback-Leibler (K-L) number. For example, we show that the K-L number is jointly lower semi-continuous in both arguments, on the class of probability measures endowed with the weak topology. We use some of these properties to obtain a generalization of Sanov's theorem, and establish the large deviation principle for the bootstrap empirical measure, for almost all infinite sample sequences.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| Keywords: | Bootstraps; Large Deviations; Empirical Measure; Kullback-Leibler Number |
| ID Code: | 73328 |
| Deposited On: | 02 Dec 2011 08:23 |
| Last Modified: | 02 Dec 2011 08:23 |
Repository Staff Only: item control page
