Rachev, Svetlozar T.
The Methods of Distances in the Theory of Probability and Statistics
1. Main Directions in the Theory of Probability Metrics
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
2. Probability Distances and Probability Metrics: Definitions
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
3. Primary, Simple, and Compound Probability Distances and Minimal and Maximal Distances and Norms
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
4. A Structural Classification of Probability Distances
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
5. Monge–Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
6. Quantitative Relationships Between Minimal Distances and Minimal Norms
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
7.
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
8. Relations Between Minimal and Maximal Distances
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
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, Frank J. Fabozzi
10. Moment Distances
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
11. Uniformity in Weak and Vague Convergence
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
12. Glivenko–Cantelli Theorem and Bernstein–Kantorovich Invariance Principle
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
13. Stability of Queueing Systems
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
14. Optimal Quality Usage
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
15. Ideal Metrics with Respect to Summation Scheme for i.i.d. Random Variables
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
16. Ideal Metrics and Rate of Convergence in the CLT for Random Motions
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
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, Frank J. Fabozzi
18. How Close Are the Individual and Collective Models in Risk Theory?
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
19. Ideal Metric with Respect to Maxima Scheme of i.i.d. Random Elements
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
20. Ideal Metrics and Stability of Characterizations of Probability Distributions
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
21. Positive and Negative Definite Kernels and Their Properties
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
22. Negative Definite Kernels and Metrics: Recovering Measures from Potentials
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
23. Statistical Estimates Obtained by the Minimal Distances Method
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
24. Some Statistical Tests Based on N
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
25. Distances Defined by Zonoids
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
26.
N-Distance Tests of Uniformity on the Hypersphere
Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Statistical Theory and Methods, Approximations and Expansions
- Tekijä(t)
- Rachev, Svetlozar T.
- Klebanov, Lev B.
- Stoyanov, Stoyan V.
- Fabozzi, Frank
- Julkaisija
- Springer
- Julkaisuvuosi
- 2013
- Kieli
- en
- Painos
- 2013
- Sivumäärä
- 16 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781461448693