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- W2000473663 abstract "The concept of complete mixability is relevant to some problems of optimal couplings with important applications in quantitative risk management. In this paper we prove new properties of the set of completely mixable distributions, including a completeness and a decomposition theorem. We also show that distributions with a concave density and radially symmetric distributions are completely mixable." @default.
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- W2000473663 date "2012-06-01" @default.
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- W2000473663 title "Advances in Complete Mixability" @default.
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- W2000473663 doi "https://doi.org/10.1239/jap/1339878796" @default.
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