Extremal problems for probability distributions: a general method and some examples

From MaRDI portal

Publication:1624518

Jump to:navigation, search

DOI10.1214/LNMS/1215461957zbMath1400.60034OpenAlexW1544694059MaRDI QIDQ1624518

Lutz Mattner

Publication date: 16 November 2018

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461957

zbMATH Keywords

extremal problems Lagrange multiplier rule characterizations of probability distributions expectation inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Optimality conditions for problems in abstract spaces (49K27)

Related Items (2)

Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference ⋮ Mean absolute deviations of sample means and minimally concentrated binomials

This page was built for publication: Extremal problems for probability distributions: a general method and some examples

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1624518&oldid=13934120"