Probability Metrics
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Publication:3316285
DOI10.1137/1128025zbMATH Open0533.60025OpenAlexW4234126145MaRDI QIDQ3316285FDOQ3316285
Authors: V. M. Zolotarev 
Publication date: 1984
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1128025
Limit theorems in probability theory (60F99) Distribution theory (60E99) Approximations and expansions (41A99) Numerical methods in optimal control (49M99)
Cited In (69)
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- A concept of copula robustness and its applications in quantitative risk management
- 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
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- 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
- 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
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- The convolution metric dg
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
- The Wasserstein distance and approximation theorems
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- On bounds in Poisson approximation for integer-valued independent random variables
- On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
- Departure from normality of increasing-dimension martingales
- Weighted Zolotarev metrics and the Kantorovich metric
- Continuity theorems for the \(M/M/1/n\) queueing system
- Directional differentiability for supremum-type functionals: statistical applications
- Mass-transshipment problems and ideal metrics
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- Moment problems and their applications to the stability of queueing models
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- 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
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- A note on the stability of the estimation of the exponential distribution
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- 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
- Normal approximation for strong demimartingales
- Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
- A new ideal metric with applications to multivariate stable limit theorems
- One-dimensional kinetic models of granular flows
- 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
- In Memory of V. M. Zolotarev (02.27.1931--11.07.2019)
- A note on estimation and information topologies
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