Lovric, Miroslav; Min-Oo, Maung; Ruh, Ernst A. - In: Journal of Multivariate Analysis 74 (2000) 1, pp. 36-48
The construction of a distance function between probability distributions is of importance in mathematical statistics and its applications. The distance function based on the Fisher information metric has been studied by a number of statisticians, especially in the case of the multivariate...