On the linear programming approach to the optimality property of Prokhorov's distance

DOI10.1016/0022-247X(77)90003-8zbMath0375.60013OpenAlexW2076997471MaRDI QIDQ1246185

Evarist Giné M., Ubaldo M. García-Palomares

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(77)90003-8

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99)

Related Items (3)

On the approximation of one Markov chain by another ⋮ Calculation of the Prokhorov distance by optimal quantization and maximum flow ⋮ Optimal Joint Distributions of Several Random Variables with Given Marginals

Cites Work

• Nearest random variables with given distributions
• The Existence of Probability Measures with Given Marginals
• Distances of Probability Measures and Random Variables
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