An optimal transport-based characterization of convex order

Article Properties
  • Language
    English
  • DOI (url)
    10.1515/demo-2023-0102
  • Publication Date
    2023/01/01
  • Journal
    Dependence Modeling
  • Indian UGC (journal)
  • Refrences
    41
  • Johannes Wiesel Department of Mathematics, Carnegie Mellon University, Wean Hall, 5000 Forbes Ave , Pittsburgh , PA 15213 , USA
  • Erica Zhang Department of Statistics, Columbia University, 1255 Amsterdam Avenue , New York , NY 10027 , USA
Abstract
Cite
Wiesel, Johannes, and Erica Zhang. “An Optimal Transport-Based Characterization of Convex Order”. Dependence Modeling, vol. 11, no. 1, 2023, https://doi.org/10.1515/demo-2023-0102.
Wiesel, J., & Zhang, E. (2023). An optimal transport-based characterization of convex order. Dependence Modeling, 11(1). https://doi.org/10.1515/demo-2023-0102
Wiesel, Johannes, and Erica Zhang. “An Optimal Transport-Based Characterization of Convex Order”. Dependence Modeling 11, no. 1 (2023). https://doi.org/10.1515/demo-2023-0102.
Wiesel J, Zhang E. An optimal transport-based characterization of convex order. Dependence Modeling. 2023;11(1).
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
Science
Science (General)
Refrences
Title Journal Journal Categories Citations Publication Date
DISTORTION RISKMETRICS ON GENERAL SPACES

 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 25 2020
The complete mixability and convex minimization problems with monotone marginal densities Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 113 2011
Inequalities for Distributions with Given Marginals The Annals of Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 263 1980
The Existence of Probability Measures with Given Marginals The Annals of Mathematical Statistics 629 1965
10.1007/978-0-387-34675-5