ON HOEFFDING-FRECHET BOUNDS AND CYCLIC MONOTONE RELATIONS

被引：39

作者：

SMITH, C

KNOTT, M

机构：

[1] London School of Economics and Political Science, London, England

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1992年 / 40卷 / 02期

关键词：

MINIMUM; CORRELATION; GENERAL COST;

D O I：

10.1016/0047-259X(92)90029-F

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：

A large amount of work has been carried out on finding joint distributions of X and Y with given margins which maximise the expected value of various returns c(X, Y). This paper connects the solution of such problems to a special class of relations, and obtains some specific and interesting solutions for the case c = -|X - Y|p. © 1992.

引用

页码：328 / 334

页数：7