scientific article; zbMATH DE number 16826
marginal sufficiencyYoung inequalityStrassen representationstochastic ordersstochastic orderproduct probability measureprobability metricsprobability measures on a product spaceOppenheim inequalityminimal metricsc-convex functionsmarginal distributionKantorovich problemHuzurbazar conjectureHahn-Banach theoremFréchet boundsdualitydual theoremsdependence structure of multivariate distributionscoupling
Convexity of real functions of several variables, generalizations (26B25) Inequalities involving other types of functions (26D07) Measures and integrals in product spaces (28A35) Duality theory for topological vector spaces (46A20) Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) Probabilistic measure theory (60A10) Convergence of probability measures (60B10) Combinatorial probability (60C05) Distribution theory (60E99) Sufficiency and information (62B99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
- Bounds for the sum of dependent risks having overlapping marginals
- Multivariate comonotonicity
- On Hoeffding-Fréchet bounds and cyclic monotone relations
- The Fréchet bounds revisited
- On the monotonicity of optimal transportation plans
- Lipschitz continuous processes for given marginals.
- Geometry of distribution-constrained optimal stopping problems
- Distributionally robust expectation inequalities for structured distributions
- Stochastic monotonicity and realizable monotonicity
- Existence and uniqueness of monotone measure-preserving maps
- On \(c\)-optimal random variables
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
- Probability envelopes and their Dempster-Shafer approximations in statistical matching
- General construction and classes of explicit \(L^1\)-optimal couplings
- Dempster-Shafer approximations and probabilistic bounds in statistical matching
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- Optimal transport and integer partitions
- Optimal transport and Skorokhod embedding
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning
- Bounds of general Fréchet classes
- scientific article; zbMATH DE number 4199129 (Why is no real title available?)
- scientific article; zbMATH DE number 1941503 (Why is no real title available?)
- Risk bounds and partial dependence information
- Comparison of multivariate risks and positive dependence
- Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
- Distributionally robust goal-reaching optimization in the presence of background risk
- Partial identification in statistical matching with misclassification
- Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems
- Belief functions combination without the assumption of independence of the information sources
- A note on the adapted weak topology in discrete time
- Measuring linear correlation between random vectors
- Finitely additive mass transportation
- Joining copulas of extreme implicit dependence copulas
- Identifying and bounding the probability of necessity for causes of effects with ordinal outcomes
- Distributionally robust optimization
- On the \(n\)-coupling problem
- Generalized Hoeffding-Fréchet functionals and mass transportation
- Information asymmetry of positive and negative observations in medical diagnostics
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf
- Towards a simultaneous Skorohod theorem
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)