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Title The methods of distances in the theory of probability and statistics [electronic resource] / Svetlozar T. Rachev...[et al.].
Publication Info. New York : Springer, c2013.
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Contents General topics in the theory of probability metrics -- Probability Distances and Probability Metrics: Definitions -- Primary, Simple, and Compound Probability Distances and Minimal and Maximal Distances and Norms -- A Structural Classification of Probability Distances -- Relations between compound, simple and primary distances -- Monge-Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms -- Quantitative Relationships Between Minimal Distances and Minimal Norms -- K -Minimal Metrics -- Relations Between Minimal and Maximal Distances -- Moment Problems Related to the Theory of Probability Metrics: Relations Between Compound and Primary Distances -- Applications of minimal probability distances -- Moment Distances -- Uniformity in Weak and Vague Convergence -- Glivenko-Cantelli Theorem and Bernstein-Kantorovich Invariance Principle -- Stability of Queueing Systems -- Optimal Quality Usage / Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi -- Ideal metrics -- Ideal Metrics with Respect to Summation Scheme for i.i.d. Random Variables -- Ideal Metrics and Rate of Convergence in the CLT for Random Motions -- Applications of Ideal Metrics for Sums of i.i.d. Random Variables to the Problems of Stability and Approximation in Risk Theory -- How Close Are the Individual and Collective Models in Risk Theory? -- Ideal Metric with Respect to Maxima Scheme of i.i.d. Random Elements -- Ideal Metrics and Stability of Characterizations of Probability Distributions -- Euclidean-like distances and their applications -- Positive and Negative Definite Kernels and Their Properties -- Negative Definite Kernels and Metrics: Recovering Measures from Potentials -- Statistical Estimates Obtained by the Minimal Distances Method -- Some Statistical Tests Based on N -Distances -- Distances Defined by Zonoids -- N -Distance Tests of Uniformity on the Hypersphere.
Bibliography Includes bibliographical references and index.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Note Description based on online resource; title from digital title page (viewed on Feb. 7, 2013).
Subject Probabilities.
Mathematical statistics.
Added Author Rachev, S. T. (Svetlozar Todorov)
Ebooks Corporation
Related To Print version: Rachev, Svetlozar T. Methods of Distances in the Theory of Probability and Statistics Dordrecht : Springer, c2012 9781461448686
ISBN 9781461448693 (electronic bk.)
1461448697 (electronic bk.)
9781461448686
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