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2013 | OriginalPaper | Buchkapitel

4. A Structural Classification of Probability Distances

verfasst von : Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi

Erschienen in: The Methods of Distances in the Theory of Probability and Statistics

Verlag: Springer New York

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Abstract

The goals of this chapter are to: Introduce and motivate three classifications of probability metrics according to their metric structure, Provide examples of probability metrics belonging to a particular structural group, Discuss the generic properties of the structural groups and the links between them.

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Vorheriges Kapitel Primary, Simple, and Compound Probability Distances and Minimal and Maximal Distances and Norms

Nächstes Kapitel Monge–Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms

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Titel: A Structural Classification of Probability Distances
verfasst von: Svetlozar T. Rachev
Lev B. Klebanov
Stoyan V. Stoyanov
Frank J. Fabozzi
Verlag: Springer New York
Buch: The Methods of Distances in the Theory of Probability and Statistics
Print ISBN: 978-1-4614-4868-6

Electronic ISBN: 978-1-4614-4869-3

Copyright-Jahr: 2013
DOI: https://doi.org/10.1007/978-1-4614-4869-3_4

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