A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903)
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scientific article; zbMATH DE number 4128247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of random variables with minimum \(L^ 2\)-distance |
scientific article; zbMATH DE number 4128247 |
Statements
A characterization of random variables with minimum \(L^ 2\)-distance (English)
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1990
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minimum L2-Wasserstein-distance
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subgradients
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marginals
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complete characterization of multivariate random variables
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duality theory
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convex analysis
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optimal couplings
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