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A characterization of random variables with minimum L2-distance

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Cited by:

  1. repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09mj4in40o4 is not listed on IDEAS
  2. Tomonari Sei, 2011. "Gradient modeling for multivariate quantitative data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 675-688, August.
  3. repec:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09mj4in40o4 is not listed on IDEAS
  4. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
  5. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
  6. Faugeras, Olivier & Rüschendorf, Ludger, 2019. "Functional, randomized and smoothed multivariate quantile regions," TSE Working Papers 19-1039, Toulouse School of Economics (TSE), revised Jun 2021.
  7. Rüschendorf Ludger, 2006. "Law invariant convex risk measures for portfolio vectors," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-12, July.
  8. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers hal-03588294, HAL.
  9. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers hal-03470461, HAL.
  10. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03588294, HAL.
  11. Valentina Masarotto & Victor M. Panaretos & Yoav Zemel, 2019. "Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 172-213, February.
  12. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03470461, HAL.
  13. Rüschendorf, Ludger, 1996. "On c-optimal random variables," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 267-270, April.
  14. Alfred Galichon, 2021. "A survey of some recent applications of optimal transport methods to econometrics," Papers 2102.01716, arXiv.org.
  15. Puccetti, Giovanni & Rüschendorf, Ludger & Vanduffel, Steven, 2020. "On the computation of Wasserstein barycenters," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
  16. Johannes Wiesel & Erica Zhang, 2022. "An optimal transport based characterization of convex order," Papers 2207.01235, arXiv.org, revised Mar 2023.
  17. Rüschendorf, Ludger & Uckelmann, Ludger, 2002. "On the n-Coupling Problem," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 242-258, May.
  18. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
  19. repec:hal:spmain:info:hdl:2441/8pttci1na9qmqnud8j8lvbamu is not listed on IDEAS
  20. Faugeras, Olivier P. & Rüschendorf, Ludger, 2021. "Functional, randomized and smoothed multivariate quantile regions," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
  21. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
  22. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias, 2015. "A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf," Dependence Modeling, De Gruyter, vol. 3(1), pages 1-14, October.
  23. Jan Bergenthum & Ludger Rüschendorf, 2006. "Comparison of Option Prices in Semimartingale Models," Finance and Stochastics, Springer, vol. 10(2), pages 222-249, April.
  24. repec:spo:wpmain:info:hdl:2441/8pttci1na9qmqnud8j8lvbamu is not listed on IDEAS
  25. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
  26. Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
  27. Wiesel Johannes & Zhang Erica, 2023. "An optimal transport-based characterization of convex order," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15, January.
  28. Puccetti, Giovanni & Scarsini, Marco, 2010. "Multivariate comonotonicity," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.
  29. Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred, 2017. "Vector quantile regression beyond the specified case," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 96-102.
  30. Olivier Paul Faugeras & Ludger Rüschendorf, 2021. "Functional, randomized and smoothed multivariate quantile regions," Post-Print hal-03352330, HAL.
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