scientific article; zbMATH DE number 16826
couplingdualityHahn-Banach theoremmarginal distributionstochastic ordersYoung inequalitystochastic orderprobability metricsOppenheim inequalityKantorovich problemproduct probability measureminimal metricsmarginal sufficiencyFréchet boundsdual theoremsc-convex functionsdependence structure of multivariate distributionsHuzurbazar conjectureprobability measures on a product spaceStrassen representation
Convergence of probability measures (60B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Combinatorial probability (60C05) Convexity of real functions of several variables, generalizations (26B25) Inequalities involving other types of functions (26D07) Distribution theory (60E99) Duality theory for topological vector spaces (46A20) Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) Measures and integrals in product spaces (28A35) Probabilistic measure theory (60A10) Sufficiency and information (62B99)
- On Hoeffding-Fréchet bounds and cyclic monotone relations
- Multivariate comonotonicity
- Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems
- Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
- Finitely additive mass transportation
- General construction and classes of explicit \(L^1\)-optimal couplings
- On \(c\)-optimal random variables
- On the \(n\)-coupling problem
- Lipschitz continuous processes for given marginals.
- Belief functions combination without the assumption of independence of the information sources
- Optimal transport and integer partitions
- Stochastic monotonicity and realizable monotonicity
- Risk bounds and partial dependence information
- A note on the adapted weak topology in discrete time
- scientific article; zbMATH DE number 1941503 (Why is no real title available?)
- Existence and uniqueness of monotone measure-preserving maps
- Towards a simultaneous Skorohod theorem
- Distributionally robust goal-reaching optimization in the presence of background risk
- Measuring linear correlation between random vectors
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
- Comparison of multivariate risks and positive dependence
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf
- Bounds of general Fréchet classes
- Optimal transport and Skorokhod embedding
- Geometry of distribution-constrained optimal stopping problems
- The Fréchet bounds revisited
- Dempster-Shafer approximations and probabilistic bounds in statistical matching
- Partial identification in statistical matching with misclassification
- Bounds for the sum of dependent risks having overlapping marginals
- Probability envelopes and their Dempster-Shafer approximations in statistical matching
- On the monotonicity of optimal transportation plans
- Distributionally robust expectation inequalities for structured distributions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973516)