Sharpening comparisons via gaussian copulas and semidefinite programming (Q4635202)
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scientific article; zbMATH DE number 6859997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharpening comparisons via gaussian copulas and semidefinite programming |
scientific article; zbMATH DE number 6859997 |
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Sharpening comparisons via gaussian copulas and semidefinite programming (English)
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16 April 2018
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variance reduction
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selection of the best
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joint distributions of two random variables
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coupling theory
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