A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q665814 |
Changed an Item |
||
Property / author | |||
Property / author: Svetlozar T. Rachev / rank | |||
Normal rank |
Revision as of 13:36, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A characterization of random variables with minimum \(L^ 2\)-distance |
scientific article |
Statements
A characterization of random variables with minimum \(L^ 2\)-distance (English)
0 references
1990
0 references
minimum L2-Wasserstein-distance
0 references
subgradients
0 references
marginals
0 references
complete characterization of multivariate random variables
0 references
duality theory
0 references
convex analysis
0 references
optimal couplings
0 references