A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903): Difference between revisions

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Property / author: Svetlozar T. Rachev / rank
 
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Revision as of 12:01, 20 June 2024

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A characterization of random variables with minimum \(L^ 2\)-distance
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    A characterization of random variables with minimum \(L^ 2\)-distance (English)
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    1990
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    minimum L2-Wasserstein-distance
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    subgradients
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    marginals
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    complete characterization of multivariate random variables
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    duality theory
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    convex analysis
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    optimal couplings
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