Moment Problems Related to the Theory of Probability Metrics: Relations Between Compound and Primary Distances

  • Svetlozar T. Rachev
  • Lev B. Klebanov
  • Stoyan V. Stoyanov
  • Frank J. Fabozzi


Explore the general relations between compound and primary probability distances that are similar to the relations between compound and simple probability distances


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Copyright information

© Springer Science+Business Media, LLC 2013

Authors and Affiliations

  • Svetlozar T. Rachev
    • 1
    • 2
  • Lev B. Klebanov
    • 3
  • Stoyan V. Stoyanov
    • 4
  • Frank J. Fabozzi
    • 5
  1. 1.Department of Applied Mathematics and Statistics College of BusinessStony Brook UniversityStony BrookUSA
  2. 2.FinAnalyticaNew YorkUSA
  3. 3.Department of Probability and StatisticsCharles UniversityPragueCzech Republic
  4. 4.EDHEC Business School EDHEC-Risk InstituteSingaporeSingapore
  5. 5.EDHEC Business School EDHEC-Risk InstituteNiceFrance

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