Calculation of the Prokhorov distance by optimal quantization and maximum flow

Author:

Garel Bernard,Massé Jean-Claude

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modelling and Simulation,Statistics and Probability,Analysis

Reference9 articles.

1. Dudley, R.M.: Distances of probability measures and random variables. Ann. Math. Stat. 39, 1563–1572 (1968)

2. Garcia-Palomares, U., Giné, E.: On the linear programming approach to the optimality property of Prokhorov’s distance. J. Math. Anal. Appl. 60, 596–600 (1977)

3. Guéret, C., Prins, C., Sevaux, M.: Application of optimization with Xpress-MP. Translated and revised by S. Heipcke from “Programmation Linéaire” (2000). Éditions Eyrolles, Paris, France. Dash Optimization Ltd (2002)

4. Hampel, F.: A general qualitative definition of robustness. Ann. Math. Stat. 42, 1887–1896 (1971)

5. Hampel, F., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A.: Robust Statistics. The Approach Based on Influence Functions. Wiley, New York (1986)

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