Statistical inference based on weighted divergence measures with simulations and applications

Some Properties of Weighted Tsallis and Kaniadakis Divergences

“…The goodness of fit test is based on the Corrected Weighted Kullback–Leibler divergence (see [ 24 ]) and, as a consequence, it inherits all special characteristics of this divergence measure. Narowcki and Harding proposed the use of weighted entropy as a measure of investment risk (see [ 25 ]).…”