Distributional compatibility for change of measures
نویسندگان
چکیده
منابع مشابه
Measures of Distributional Similarity
We study distributional similarity measures for the purpose of improving probability estimation for unseen cooccurrences. Our contributions are three-fold: an empirical comparison of a broad range of measures; a classification of similarity functions based on the information that they incorporate; and the introduction of a novel function that is superior at evaluating potential proxy distributi...
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ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2019
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-019-00393-4