Choosing joint distributions so that the variance of the sum is small

Author:

Knott Martin,Smith Cyril

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference9 articles.

1. On using the Box–Muller transformation with multiplicative congruential pseudo-random number generators;Chay;J. Appl. Statist.,1975

2. The Fréchet distance between multivariate normal distributions;Dowson;J. Multivariate Anal.,1982

3. On a class of extremal problems in statistics;Gaffke;Math. Oper. Statist.,1981

4. W. Gangbo, A. Świe¸ch, Optimal maps for the multidimensional Monge-Kantorovich problem, Technical Report, 1996.

5. The distance between two random vectors with given dispersion matrices;Olkin;Linear Algebra Appl.,1982

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