Calculation of the Prokhorov distance by optimal quantization and maximum flow

DOI10.1007/s10182-008-0082-1zbMath1379.60004OpenAlexW2001810418MaRDI QIDQ734428

Jean-Claude Massé, Bernard Garel

Publication date: 13 October 2009

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-008-0082-1

zbMATH Keywords

weak convergencequantizationProkhorov metricflow on a network

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05)

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Uses Software

• XPRESS

Cites Work

• Nearest random variables with given distributions
• On the linear programming approach to the optimality property of Prokhorov's distance
• Distances of Probability Measures and Random Variables
• A General Qualitative Definition of Robustness
• Robust Statistics
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