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;
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 in questo prodotto:
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