Optimal Joint Distributions of Several Random Variables with Given Marginals

DOI10.1002/SAPM1979612179MaRDI QIDQ3886564zbMATH OpenOpenAlexFDO

Authors Geza Schay

Publication date 1979

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/sapm1979612179

zbMATH Keywords

distributions of several random variables with given marginalsKy Fan distance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites work

• Distances of Probability Measures and Random Variables
• Nearest random variables with given distributions
• On the linear programming approach to the optimality property of Prokhorov's distance
• The Existence of Probability Measures with Given Marginals

Cited in

(2)

• Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions
• A representation of the Kantorovich-functional

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