| 书目名称 | The Methods of Distances in the Theory of Probability and Statistics |
| 编辑 | Svetlozar T. Rachev,Lev B. Klebanov,Frank Fabozzi |
| 视频video | |
| 概述 | Contains both theory and applications.Well known authors.New applications to tomography, queuing systems and business.Includes supplementary material: |
| 图书封面 |  |
| 描述 | .This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. .After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.. Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statist |
| 出版日期 | Book 2013 |
| 关键词 | Monge-Kantorovich mass transference problem; Probability distances; Statistical parameter estimation; T |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-4869-3 |
| isbn_softcover | 978-1-4899-9569-8 |
| isbn_ebook | 978-1-4614-4869-3 |
| copyright | Springer Science+Business Media, LLC 2013 |
发表于 2025-3-21 17:30:47
