On the n-coupling problem

Journal of Multivariate Analysis

Volumn 81, Issue 2, 2002, Pages 242-258

  Rüschendorf, Ludger ^a   Uckelmann, Ludger ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Measures with given marginals; Multivariate normal distribution; Optimal couplings

Indexed keywords

EID: 0036274488     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2005     Document Type: Article

References (17)

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6. Duality theorems for marginal problems
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9. Maximum submatrix traces for positive definite matrices
10. Sharpness of Fréchet-bounds
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12. Optimal solution of multivariate coupling problems
13. 2-distance
14. On optimal multivariate couplings