On the \(n\)-coupling problem

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

Ludger Rüschendorf, Ludger Uckelmann

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 couplings; multivariate normal distributions; measures with given marginals

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

The Monge problem in Banach spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The distance between two random vectors wigh given dispersion matrices
• On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space
• A characterization of random variables with minimum \(L^ 2\)-distance
• On the structure of singular sets of convex functions
• On a generalization of cyclic monotonicity and distances among random vectors
• The geometry of optimal transportation
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Duality theorems for marginal problems
• On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces
• [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds]
• Optimal solutions of multivariate coupling problems
• Mass transhipment problems and ideal metrics
• Maximum Submatrix Traces for Positive Definite Matrices