Chernoff distance for truncated distributions. (English) Zbl 1229.62010
Summary: We extend the definition of the Chernoff distance considered by M. Akahira [Ann. Inst. Stat. Math. 48, No. 2, 349–364 (1996; Zbl 0878.62004)] for truncated distributions and examine its properties. The relationship of this measure with other discrimination measures is examined. We study the Chernoff distance between the original and weighted distributions. We also provide a characterization result for the proportional hazards model using the functional form of the Chernoff distance.
MSC:
| 62E10 | Characterization and structure theory of statistical distributions |
| 62B10 | Statistical aspects of information-theoretic topics |
| 62N99 | Survival analysis and censored data |
Citations:
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