On a generalization of cyclic monotonicity and distances among random vectors
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Publication:1322878
DOI10.1016/0024-3795(94)90359-XzbMath0796.60022MaRDI QIDQ1322878
Publication date: 20 September 1994
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Related Items (17)
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Cites Work
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- The distance between two random vectors wigh given dispersion matrices
- On the optimal mapping of distributions
- Note on the optimal transportation of distributions
- The Frechet distance between multivariate normal distributions
- Maximum Submatrix Traces for Positive Definite Matrices
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