Core functions and core divergences of regular distributions
Kybernetika, Tome 39 (2003) no. 1, p. [29].

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On bounded or unbounded intervals of the real line, we introduce classes of regular statistical families, called Johnson families because they are obtained using generalized Johnson transforms. We study in a rigorous manner the formerly introduced concept of core function of a distribution from a Johnson family, which is a modification of the well known score function and which in a one-to-one manner represents the distribution. Further, we study Johnson parametrized families obtained by Johnson transforms of location and scale families, where the location is replaced by a new parameter called Johnson location. We show that Johnson parametrized families contain many important statistical models. One form appropriately normalized $L_2$ distance of core functions of arbitrary distributions from Johnson families is used to define a core divergence of distributions. The core divergence of distributions from parametrized Johnson families is studied as a special case.
Classification : 62B10, 62E10, 62E15
Keywords: Johnson transforms; generalizedJohnson distributions; core function of distributions; core divergences of distributions
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     title = {Core functions and core divergences of regular distributions},
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Fabián, Zdeněk; Vajda, Igor. Core functions and core divergences of regular distributions. Kybernetika, Tome 39 (2003) no. 1, p. [29]. http://geodesic.mathdoc.fr/item/KYB_2003__39_1_a2/