scientific article; zbMATH DE number 16826
zbMATH Open0744.60005MaRDI QIDQ3973516FDOQ3973516
Authors: Ludger Rüschendorf 
Publication date: 26 June 1992
Title of this publication is not available (Why is that?)
Recommendations
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)
Cited In (33)
- On Hoeffding-Fréchet bounds and cyclic monotone relations
- Multivariate comonotonicity
- Finitely additive mass transportation
- General construction and classes of explicit \(L^1\)-optimal couplings
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk
- 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
- A note on the adapted weak topology in discrete time
- Title not available (Why is that?)
- Existence and uniqueness of monotone measure-preserving maps
- Towards a simultaneous Skorohod theorem
- 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
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems
- 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
- Dempster-Shafer approximations and probabilistic bounds in statistical matching
- Geometry of distribution-constrained optimal stopping problems
- The Fréchet bounds revisited
- Bounds for the sum of dependent risks having overlapping marginals
- Partial identification in statistical matching with misclassification
- Probability envelopes and their Dempster-Shafer approximations in statistical matching
- On the monotonicity of optimal transportation plans
- Distributionally robust expectation inequalities for structured distributions
- Risk Bounds and Partial Dependence Information
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