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Solution of a statistical optimization problem by rearrangement methods

Authors :
Ludger Rüschendorf
Source :
Metrika. 30:55-61
Publication Year :
1983
Publisher :
Springer Science and Business Media LLC, 1983.

Abstract

Inequalities for the rearrangement of functions are applied to obtain a solution of a statistical optimization problem. This optimization problem arises in situations where one wants to describe the influence of stochastic dependence on a statistical problem.

Subjects

Subjects :
Statistics and Probability
Continuous optimization
Mathematical optimization
Optimization problem
Nonlinear programming
symbols.namesake
Vector optimization
Lagrangian relaxation
symbols
Random optimization
Stochastic optimization
Statistics, Probability and Uncertainty
Marginal distribution
Mathematics

Details

ISSN :
1435926X and 00261335
Volume :
30
Database :
OpenAIRE
Journal :
Metrika
Accession number :
edsair.doi...........42891da0de3a006df31d408e3854e454
Full Text :
https://doi.org/10.1007/bf02056901
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