On order-preserving properties of probability metrics

Citation
C. Lefevre et S. Utev, On order-preserving properties of probability metrics, J THEOR PR, 11(4), 1998, pp. 907-920
Citations number
12
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
11
Issue
4
Year of publication
1998
Pages
907 - 920
Database
ISI
SICI code
0894-9840(199810)11:4<907:OOPOPM>2.0.ZU;2-A
Abstract
Stochastic orders and probability metrics are two areas that have received considerable attention in recent literature. A question of interest on its own and for certain applications is the preservation of metrics with respec t to orders. This property does not seem to have been examined explicitly s o far. Our purpose in this paper is to provide some useful remarks and resu lts related to several orders and metrics which are standard in probability .