On a generalization of cyclic monotonicity and distances among random vectors
type: Item
instance of: scholarly article
title: On a generalization of cyclic monotonicity and distances among random vectors
zbMATH Open document ID: 0796.60022
DOI: 10.1016/0024-3795(94)90359-X
author: C. S. Smith
author: Martin Knott
published in: Linear Algebra and its Applications
publication date: 1994-09-20T00:00:00Z
review text: This paper is rather expository. It aims at characterizing solutions to the following problem. Let \(x\), \(y\) and \(z\) be \(R^ k\)-valued random vectors with given distributions. Which of the distributions on \(R^{3k}\) with these given distributions as margins will minimize \(E(| x-y|^ 2+| y-z|^ 2+| z-x|^ 2)\)?
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60A99
zbMATH DE Number: 566108
zbMATH Keywords: cyclic monotonicity
zbMATH Keywords: distances among random vectors
reviewed by: Aurel Spătaru
MaRDI profile type: Publication
cites work: The Frechet distance between multivariate normal distributions
cites work: On the optimal mapping of distributions
cites work: Q5728711
cites work: The distance between two random vectors wigh given dispersion matrices
cites work: Maximum Submatrix Traces for Positive Definite Matrices
cites work: Q5638112
cites work: Note on the optimal transportation of distributions
description: scientific article; zbMATH DE number 566108