Probability Metrics
From MaRDI portal
Publication:3316285
Cited in
(69)- Multivariate comonotonicity
- A normal hierarchical model and minimum contrast estimation for random intervals
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Wasserstein-\(p\) bounds in the central limit theorem under local dependence
- On the empirical estimation of integral probability metrics
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- Isometries of the space of distribution functions with respect to the Kolmogorov-Smirnov metric
- The problem of stability in insurance mathematics
- On a relationship between Uspensky's theorem and Poisson approximations
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- The convolution metric dg
- A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- The Wasserstein distance and approximation theorems
- On bounds in Poisson approximation for integer-valued independent random variables
- Two-sided estimates for the sum of probabilities of errors in the multiple hypothesis testing problem with finite number of hypotheses on a nonhomogeneous sample
- Departure from normality of increasing-dimension martingales
- On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
- scientific article; zbMATH DE number 4105933 (Why is no real title available?)
- Weighted Zolotarev metrics and the Kantorovich metric
- Penultimate gamma approximation in the CLT for skewed distributions
- Continuity theorems for the \(M/M/1/n\) queueing system
- Mass-transshipment problems and ideal metrics
- Directional differentiability for supremum-type functionals: statistical applications
- Rates of convergence in the operator-stable limit theorem
- Extreme dependence for multivariate data
- scientific article; zbMATH DE number 6020621 (Why is no real title available?)
- Moment problems and their applications to the stability of queueing models
- Rates of convergence in the functional CLT for multidimensional continuous time martingales.
- A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
- A new method for bounding the distance between sums of independent integer-valued random variables
- On quantitative stability in infinite-dimensional optimization under uncertainty
- The Kantorovich metric for probability measures on the circle
- When are two wave functions distinguishable: a new answer to Pauli's question, with potential application to quantum cosmology
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems
- A class of dimension-free metrics for the convergence of empirical measures
- On the analysis of adaptability in multi-source domain adaptation
- A new semigroup technique in Poisson approximation
- Geometric stable distributions in Banach spaces
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
- The problem of stability in queueing theory
- Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications
- Stability of Bayesian decisions. (With discussion)
- Operator semigroups and Poisson convergence in selected metrics
- Poisson approximations in selected metrics by coupling and semigroup methods with applications
- Homogenization and propagation of chaos to a nonlinear diffusion with sticky reflection
- A concept of copula robustness and its applications in quantitative risk management
- A note on the stability of the estimation of the exponential distribution
- Modeling asset returns with alternative stable distributions*
- System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary
- Rates of convergence of \(\alpha\)-stable random motions
- Nonlinear limit for a system of diffusing particles which alternate between two states
- Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law
- A moment-matching approach to testable learning and a new characterization of Rademacher complexity
- Stein's method meets computational statistics: a review of some recent developments
- Normal approximation for strong demimartingales
- Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
- scientific article; zbMATH DE number 7625165 (Why is no real title available?)
- A new ideal metric with applications to multivariate stable limit theorems
- Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric
- One-dimensional kinetic models of granular flows
- scientific article; zbMATH DE number 7650126 (Why is no real title available?)
- Rounding Proportions:Rules of Rounding
- On uniqueness of solutions to nonlinear Fokker-Planck-Kolmogorov equations
- Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
- On the rates of convergence in weak limit theorems for normalized geometric sums
- A note on estimation and information topologies
- In Memory of V. M. Zolotarev (02.27.1931--11.07.2019)
This page was built for publication: Probability Metrics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3316285)
