Optimal two-value zero-mean disintegration of zero-mean random variables.

Pinelis, Iosif. "Optimal two-value zero-mean disintegration of zero-mean random variables.." Electronic Journal of Probability [electronic only] 14 (2009): 663-727. <http://eudml.org/doc/223069>.

@article{Pinelis2009,
author = {Pinelis, Iosif},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {disintegration of measures; Wasserstein metric; Kantorovich-Rubinstein theorem; transportation of measures; optimal matching; most symmetric; hypothesis testing; confidence regions; student's t-test; asymmetry; exact inequalities; conservative properties},
language = {eng},
pages = {663-727},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Optimal two-value zero-mean disintegration of zero-mean random variables.},
url = {http://eudml.org/doc/223069},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Pinelis, Iosif
TI - Optimal two-value zero-mean disintegration of zero-mean random variables.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 663
EP - 727
LA - eng
KW - disintegration of measures; Wasserstein metric; Kantorovich-Rubinstein theorem; transportation of measures; optimal matching; most symmetric; hypothesis testing; confidence regions; student's t-test; asymmetry; exact inequalities; conservative properties
UR - http://eudml.org/doc/223069
ER -