Ann Inst Stat Math:439–468 DOIs10463x Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level

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• Information theory
• Statistical theory
• Mathematical analysis
• Statistics
• Information
• KullbackLeibler divergence
• Entropy
• Large deviations theory
• Leibler
• Divergence
• Information geometry
• Rnyi entropy