Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions

DOI10.1007/BF01089795zbMath0594.60006MaRDI QIDQ1077066

Svetlozar T. Rachev

Publication date: 1986

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

measuresmarginal distributionsconvergence of probabilityminimal metrics

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Distribution theory (60E99)

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Cites Work

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• Properties of and relations among certain types of metrics
• Hausdorff metric structure of the space of probability measures
• IDEAL METRICS IN THE PROBLEMS OF PROBABILITY THEORY AND MATHEMATICAL STATISTICS
• Optimal Joint Distributions of Several Random Variables with Given Marginals
• Inequalities for E k(X, Y) when the marginals are fixed
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Prescribing a System of Random Variables by Conditional Distributions

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