On Hoeffding-Fréchet bounds and cyclic monotone relations

Cyril Smith and Martin Knott

Journal of Multivariate Analysis, 1992, vol. 40, issue 2, 328-334

Abstract: A large amount of work has been carried out on finding joint distributions of X and Y with given margins which maximise the expected value of various returns c(X, Y). This paper connects the solution of such problems to a special class of relations, and obtains some specific and interesting solutions for the case c = -X - Yp.

Keywords: minimum; correlation; general; cost (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(92)90029-F
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:40:y:1992:i:2:p:328-334

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().