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Solution of a statistical optimization problem by rearrangement methods

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Summary

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.

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  1. Institut für Mathematische Stochastik der Albert-Ludwigs-Universität, Hebelstr. 27, D-7800, Freiburg im Breisgau

    L. Rüschendorf

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  1. L. Rüschendorf
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Rüschendorf, L. Solution of a statistical optimization problem by rearrangement methods. Metrika 30, 55–61 (1983). https://doi.org/10.1007/BF02056901

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  • DOI: https://doi.org/10.1007/BF02056901

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