A characterization of random variables with minimum \(L^ 2\)-distance
type: Item
instance of: scholarly article
title: A characterization of random variables with minimum \(L^ 2\)-distance
zbMATH Open document ID: 0688.62034
DOI: 10.1016/0047-259X(90)90070-X
author: Ludger Rüschendorf
author: Svetlozar T. Rachev
published in: Journal of Multivariate Analysis
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 46A55
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 4128247
zbMATH Keywords: minimum L2-Wasserstein-distance
zbMATH Keywords: subgradients
zbMATH Keywords: marginals
zbMATH Keywords: complete characterization of multivariate random variables
zbMATH Keywords: duality theory
zbMATH Keywords: convex analysis
zbMATH Keywords: optimal couplings
MaRDI profile type: Publication
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full work available at URL: 0047-259x(90)90070-x
OpenAlex ID: W2091279789
description: scientific article; zbMATH DE number 4128247