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Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints

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Soft Methods for Data Science (SMPS 2016)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 456))

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Abstract

The aim is to determine the envelopes of the class of joint probabilities (provided it is not empty) with assigned marginals, under the constraint of absolute continuity or equivalence with respect to a given reference measure.

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Acknowledgments

Work partially supported by INdAM-GNAMPA through the Project 2015 U2015/000418 and by the Italian MIUR PRIN 2010-11 2010FP79LR_003.

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Authors and Affiliations

  1. Dip. Matematica e Informatica, University of Perugia, Perugia, Italy

    Davide Petturiti

  2. Dip. S.B.A.I., “La Sapienza” University of Rome, Rome, Italy

    Barbara Vantaggi

Authors
  1. Davide Petturiti
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  2. Barbara Vantaggi
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Corresponding authors

Correspondence to Davide Petturiti or Barbara Vantaggi .

Editor information

Editors and Affiliations

  1. Department of Statistical Sciences, Sapienza University of Rome, Rome, Italy

    Maria Brigida Ferraro

  2. Department of Statistical Sciences, Sapienza University of Rome, Roma, Italy

    Paolo Giordani

  3. Dept of Basic & Applied Sciences Engg, Sapienza University of Rome, Rome, Italy

    Barbara Vantaggi

  4. Dept of Stoc Metds,Polish Academy of Sci, Systems Research Institute, Warsaw, Poland

    Marek Gagolewski

  5. Dept of Statis&OR and MD, Univ de Oviedo, Oviedo, Spain

    María Ángeles Gil

  6. Dept of Stoc Metds,Polish Aca of Science, Systems Res Inst, Warsaw, Poland

    Przemysław Grzegorzewski

  7. Sys Res Inti, Dept of Stoch Methods, Polish Acadmy Sci in Warsaw, Warsaw, Poland

    Olgierd Hryniewicz

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Petturiti, D., Vantaggi, B. (2017). Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints. In: Ferraro, M., et al. Soft Methods for Data Science. SMPS 2016. Advances in Intelligent Systems and Computing, vol 456. Springer, Cham. https://doi.org/10.1007/978-3-319-42972-4_49

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  • DOI: https://doi.org/10.1007/978-3-319-42972-4_49

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-42971-7

  • Online ISBN: 978-3-319-42972-4

  • eBook Packages: EngineeringEngineering (R0)

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