In [14], Sanov proved that if FN is the empirical cumulative distribution function (cdf) of a sample drawn from a population whose true cdf is F0 and Ω is a set of cdf's which satisfies certain ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

We consider probability metrics of the following type: for a class F of functions and probability measures P, Q we define $d_{\germ{F}}(P,\ Q)\coloneq \text{sup}_{f ...

In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...