The aim is to determine the envelopes of the class of joint probabilities (provided it is not empty) with assigned marginals, under the constraint of absolute continuity or equivalence with respect to a given reference measure.
Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints / Petturiti, Davide; Vantaggi, Barbara. - STAMPA. - 456(2017), pp. 399-406. [10.1007/978-3-319-42972-4_49].
Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints
VANTAGGI, Barbara
2017
Abstract
The aim is to determine the envelopes of the class of joint probabilities (provided it is not empty) with assigned marginals, under the constraint of absolute continuity or equivalence with respect to a given reference measure.File allegati a questo prodotto
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