On a generalization of cyclic monotonicity and distances among random vectors (Q1322878)
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scientific article; zbMATH DE number 566108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a generalization of cyclic monotonicity and distances among random vectors |
scientific article; zbMATH DE number 566108 |
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On a generalization of cyclic monotonicity and distances among random vectors (English)
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20 September 1994
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This paper is rather expository. It aims at characterizing solutions to the following problem. Let \(x\), \(y\) and \(z\) be \(R^ k\)-valued random vectors with given distributions. Which of the distributions on \(R^{3k}\) with these given distributions as margins will minimize \(E(| x-y|^ 2+| y-z|^ 2+| z-x|^ 2)\)?
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cyclic monotonicity
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distances among random vectors
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