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2013 | OriginalPaper | Buchkapitel

7.  K -Minimal Metrics

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: Define the notion of K-minimal metrics and describe their general properties; Provide representations of the K-minimal metrics with respect to several particular metrics such as the Lévy metric, Kolmogorov metric, and p-average metric; Consider K-minimal metrics when probability measures are defined on a general separable metric space; Provide relations between the multidimensional Kantorovich and Strassen theorems.

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Fußnoten
1
See Sect. 2.7 and Remark 2.7.1 in Chap.​ 2.
 
2
See (3.4.3) in Chap.​ 3 and (4.2.22) and (4.2.24) in Chap.​ 4.
 
3
See Kalashnikov and Rachev [1988, Theorem 7.1.1].
 
4
See Cambanis et al. [1976] and Tchen [1980].
 
5
See Sklar [1959], Schweizer and Sklar [2005], Wolff and Schweizer [1981], and Genest and MacKay [1986].
 
6
See Example 3.3.3 and (3.3.18) in Chap.​ 3.
 
7
See, for example, Berge and Chouila-Houri [1965, Sect. 5.2].
 
8
See Dudley [2002, Theorem 11.4.1].
 
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Metadaten
Titel
K -Minimal Metrics
verfasst von
Svetlozar T. Rachev
Lev B. Klebanov
Stoyan V. Stoyanov
Frank J. Fabozzi
Copyright-Jahr
2013
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4614-4869-3_7