Metrics that are invariant relative to monotone transformations

DOI10.1007/BF01121458zbMath0606.60003OpenAlexW1999773723MaRDI QIDQ1084736

D. Vyndev, Svetlozar T. Rachev, Zvetan G. Ignatov

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01121458

zbMATH Keywords

Kolmogorov metricmetrics in the space of distribution functions

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05)

Cites Work

• Properties of and relations among certain types of metrics
• Hausdorff metric structure of the space of probability measures
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• ON SOME PROPERTIES OF METRICS ON THE SET OF DISTRIBUTION FUNCTIONS

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