Optimal Joint Distributions of Several Random Variables with Given Marginals

DOI10.1002/SAPM1979612179zbMath0443.60017OpenAlexW2604277078MaRDI QIDQ3886564

Geza Schay

Publication date: 1979

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sapm1979612179

zbMATH Keywords

Ky Fan distancedistributions of several random variables with given marginals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (2)

Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions ⋮ A representation of the Kantorovich-functional

Cites Work

• Nearest random variables with given distributions
• On the linear programming approach to the optimality property of Prokhorov's distance
• The Existence of Probability Measures with Given Marginals
• Distances of Probability Measures and Random Variables

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