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Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints

Advances in Intelligent Systems and Computing (2017) 456 399-406
DOI: 10.1007/978-3-319-42972-4_49
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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.

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Petturiti, D., & Vantaggi, B. (2017). Envelopes of joint probabilities with given marginals under absolute continuity or equivalence constraints. In Advances in Intelligent Systems and Computing (Vol. 456, pp. 399–406). Springer Verlag. https://doi.org/10.1007/978-3-319-42972-4_49

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