Inequalities for Ek(X,Y) When the Marginals are Fixed.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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When kx,y is a quasi-monotone function and the random variables X and Y have fixed distributions, it is shown under some further mild conditions that EkX,Y is a monotone functional of the joint distribution function of X and Y. Its infimum and supremum are both attained and correspond to explicitly described joint distribution functions. Author
- Statistics and Probability