A characterization of random variables with minimum \(L^ 2\)-distance (Q1263903)
From MaRDI portal
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
