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	ADVANCES IN COMPLETE MIXABILITY
	Puccetti, Giovanni ; Wang, Bin ; Wang, Ruodu
	2012
关键词	Complete mixability multivariate dependence concave density radially symmetric distribution optimal coupling
英文摘要	The concept of complete mixability is relevant to some problems of optimal couplings with important applications in quantitative risk management. In this paper we prove new properties of the set of completely mixable distributions, including a completeness and a decomposition theorem. We also show that distributions with a concave density and radially symmetric distributions are completely mixable.; Statistics & Probability; SCI(E); 0; ARTICLE; 2; 430-440; 49
语种	英语
出处	SCI
出版者	应用概率杂志
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/393228]
专题	数学科学学院
推荐引用方式 GB/T 7714	Puccetti, Giovanni,Wang, Bin,Wang, Ruodu. ADVANCES IN COMPLETE MIXABILITY. 2012-01-01.

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