scientific article; zbMATH DE number 4199129

MaRDI QIDQ3350366zbMATH OpenFDO

Authors

Publication date 1991

zbMATH Keywords

distributions with given marginalsFréchet classeslinear programmingnotion of copulaoptimization of expectations

Mathematics Subject Classification ID

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

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Cited in

(10)

• Optimization formulation and monotonic solution method for the Witsenhausen problem
• On the recovery of joint distributions from limited information
• Finite space Kantorovich problem with an MCMC of table moves
• 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
• The first Pontryagin class
• Empirical likelihood based confidence regions for functional of copulas
• The meta-elliptical distributions with given marginals
• Expected value and a Cayley-Menger-type formula for the generalized earth mover's distance
• Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio

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