The Methods of Distances in the Theory of Probability and Statistics

• Main Authors: Rachev, Svetlozar T. (Author), Klebanov, Lev B. (Author), Stoyanov, Stoyan V. (Author), Fabozzi, Frank (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Subjects: Mathematics.; Approximation theory.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Approximations and Expansions.

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to...