The Methods of Distances in the Theory of Probability and Statistics
Svetlozar T. Rachev (),
Lev B. Klebanov (),
Stoyan V. Stoyanov () and
Frank Fabozzi ()
Additional contact information
Svetlozar T. Rachev: Universität Karlsruhe, Inst. Statistik und Mathematische, Wirtschaftstheorie
Lev B. Klebanov: Charles University, , Department of Probability and Statistics
Stoyan V. Stoyanov: EDHEC Business School, , EDHEC-Risk Institute
in Springer Books from Springer
Date: 2013
Edition: 2013
ISBN: 978-1-4614-4869-3
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Chapters in this book:
- Ch Chapter 1 Main Directions in the Theory of Probability Metrics
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 10 Moment Distances
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 11 Uniformity in Weak and Vague Convergence
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 12 Glivenko–Cantelli Theorem and Bernstein–Kantorovich Invariance Principle
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 13 Stability of Queueing Systems
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 14 Optimal Quality Usage
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 15 Ideal Metrics with Respect to Summation Scheme for i.i.d. Random Variables
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 16 Ideal Metrics and Rate of Convergence in the CLT for Random Motions
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 17 Applications of Ideal Metrics for Sums of i.i.d. Random Variables to the Problems of Stability and Approximation in Risk Theory
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 18 How Close Are the Individual and Collective Models in Risk Theory?
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 19 Ideal Metric with Respect to Maxima Scheme of i.i.d. Random Elements
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 2 Probability Distances and Probability Metrics: Definitions
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 20 Ideal Metrics and Stability of Characterizations of Probability Distributions
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 21 Positive and Negative Definite Kernels and Their Properties
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 22 Negative Definite Kernels and Metrics: Recovering Measures from Potentials
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 23 Statistical Estimates Obtained by the Minimal Distances Method
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 24 Some Statistical Tests Based on $$\mathfrak{N}$$ -Distances
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 25 Distances Defined by Zonoids
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 26 $$\mathfrak{N}$$ -Distance Tests of Uniformity on the Hypersphere
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 3 Primary, Simple, and Compound Probability Distances and Minimal and Maximal Distances and Norms
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 4 A Structural Classification of Probability Distances
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 5 Monge–Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 6 Quantitative Relationships Between Minimal Distances and Minimal Norms
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 7 K -Minimal Metrics
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 8 Relations Between Minimal and Maximal Distances
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
- Ch Chapter 9 Moment Problems Related to the Theory of Probability Metrics: Relations Between Compound and Primary Distances
- Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
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DOI: 10.1007/978-1-4614-4869-3
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