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On the Rao-Blackwell Theorem for fuzzy random variables

María Asunción Lubiano, María Angeles Gil, Miguel López-Díaz (1999)

Kybernetika

In a previous paper, conditions have been given to compute iterated expectations of fuzzy random variables, irrespectively of the order of integration. In another previous paper, a generalized real-valued measure to quantify the absolute variation of a fuzzy random variable with respect to its expected value have been introduced and analyzed. In the present paper we combine the conditions and generalized measure above to state an extension of the basic Rao–Blackwell Theorem. An application of this...

Optimal solutions of multivariate coupling problems

Ludger Rüschendorf (1995)

Applicationes Mathematicae

Some necessary and some sufficient conditions are established for the explicit construction and characterization of optimal solutions of multivariate transportation (coupling) problems. The proofs are based on ideas from duality theory and nonconvex optimization theory. Applications are given to multivariate optimal coupling problems w.r.t. minimal l p -type metrics, where fairly explicit and complete characterizations of optimal transportation plans (couplings) are obtained. The results are of interest...

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