On a class of norms generated by nonnegative integrable distributions

DOI10.1515/demo-2019-0014zbMath1447.60046arXiv1808.08200OpenAlexW2965219956MaRDI QIDQ2178944

Michael Falk, Gilles Stupfler

Publication date: 12 May 2020

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.08200

zbMATH Keywords

normWasserstein metricHausdorff metriccharacteristic functionempirical distribution functionmultivariate distribution\(D\)-norm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Related Items (1)

The min-characteristic function: characterizing distributions by their min-linear projections

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