scientific article; zbMATH DE number 4199129

zbMATH Open0726.60001MaRDI QIDQ3350366FDOQ3350366

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Publication date: 1991

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zbMATH Keywords

linear programmingdistributions with given marginalsFréchet classesnotion of copulaoptimization of expectations

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) History of mathematics in the 20th century (01A60) History of probability theory (60-03) Probabilistic measure theory (60A10)

Cited In (9)

• The first Pontryagin class
• On the recovery of joint distributions from limited information
• Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
• Finite space Kantorovich problem with an MCMC of table moves
• Optimization formulation and monotonic solution method for the Witsenhausen problem
• The meta-elliptical distributions with given marginals
• Empirical likelihood based confidence regions for functional of copulas
• A new family of Archimedean copulas: the truncated-Poisson family of copulas
• On the decomposition by sources of the Zenga 1984 point and synthetic inequality indexes

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