On the \(n\)-coupling problem

DOI10.1006/jmva.2001.2005zbMath1011.62052OpenAlexW2088071204MaRDI QIDQ697454

Ludger Uckelmann, Ludger Rüschendorf

Publication date: 17 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2005

zbMATH Keywords

optimal couplingsmultivariate normal distributionsmeasures with given marginals

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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