OPTIMAL COUPLING OF MULTIVARIATE DISTRIBUTIONS AND STOCHASTIC-PROCESSES

被引：38

作者：

CUESTAALBERTOS, JA ^{[1
]}

RUSCHENDORF, L ^{[1
]}

TUERODIAZ, A ^{[1
]}

机构：

[1] UNIV MUNSTER,INST MATH STAT,W-4400 MUNSTER,GERMANY

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 46卷 / 02期

关键词：

OPTIMAL COUPLINGS; WASSERSTEIN METRICS; MULTIVARIATE DISTRIBUTIONS; RADIAL TRANSFORMATIONS; POSITIVE TRANSFORMATIONS; MONOTONE TRANSFORMATIONS;

D O I：

10.1006/jmva.1993.1064

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Same explicit optimal coupling results are derived with respect to minimal metrics of lp-type. In particular, the optimality of radial transformations, positive transformations, and monotone transformations of the components is established. © 1993 Academic Press, Inc.

引用

页码：335 / 361

页数：27

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