On the linear programming approach to the optimality property of Prokhorov's distance
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference6 articles.
1. Distances of probability measures and random variables;Dudley;Ann. Math. Statist.,1968
2. Probability Measures on Metric Spaces;Parthasarathy,1967
3. Convergence of random processes and limit theorems in probability theory;Prokhorov;Theor. Prob. Appl.,1956
4. Nearest random variables with given marginals;Schay;Ann. Probability,1974
5. The existence of probability measures with given marginals;Strassen;Ann. Math. Statist.,1965
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3. Robustness Against Dependence in Pert;Lecture Notes in Economics and Mathematical Systems;1986
4. Robustness against dependence in PERT: An application of duality and distributions with known marginals;Mathematical Programming Studies;1986
5. The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications;Theory of Probability & Its Applications;1985-01
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