New metrics for weak convergence of distribution functions.

Taylor, Michael D.. "New metrics for weak convergence of distribution functions.." Stochastica 9.1 (1985): 5-17. <http://eudml.org/doc/38925>.

@article{Taylor1985,
abstract = {Sibley and Sempi have constructed metrics on the space of probability distribution functions with the property that weak convergence of a sequence is equivalent to metric convergence. Sibley's work is a modification of Levy's metric, but Sempi's construction is of a different sort. Here we construct a family of metrics having the same convergence properties as Sibley's and Sempi's but which does not appear to be related to theirs in any simple way. Some instances are brought out in which the metrics have probabilistic interpretations.},
author = {Taylor, Michael D.},
journal = {Stochastica},
keywords = {Espacios métricos; Convergencia débil; Funciones de distribución; Métrica; metrics on the space of probability distribution; weak convergence},
language = {eng},
number = {1},
pages = {5-17},
title = {New metrics for weak convergence of distribution functions.},
url = {http://eudml.org/doc/38925},
volume = {9},
year = {1985},
}

TY - JOUR
AU - Taylor, Michael D.
TI - New metrics for weak convergence of distribution functions.
JO - Stochastica
PY - 1985
VL - 9
IS - 1
SP - 5
EP - 17
AB - Sibley and Sempi have constructed metrics on the space of probability distribution functions with the property that weak convergence of a sequence is equivalent to metric convergence. Sibley's work is a modification of Levy's metric, but Sempi's construction is of a different sort. Here we construct a family of metrics having the same convergence properties as Sibley's and Sempi's but which does not appear to be related to theirs in any simple way. Some instances are brought out in which the metrics have probabilistic interpretations.
LA - eng
KW - Espacios métricos; Convergencia débil; Funciones de distribución; Métrica; metrics on the space of probability distribution; weak convergence
UR - http://eudml.org/doc/38925
ER -