scispace - formally typeset
Open AccessJournal ArticleDOI

Remarks on a Multivariate Transformation

Murray Rosenblatt
- 01 Sep 1952 - 
- Vol. 23, Iss: 3, pp 470-472
Reads0
Chats0
About
This article is published in Annals of Mathematical Statistics.The article was published on 1952-09-01 and is currently open access. It has received 2735 citations till now. The article focuses on the topics: Transformation (function).

read more

Content maybe subject to copyright    Report

Citations
More filters
Posted Content

From Knothe's transport to Brenier's map and a continuation method for optimal transport

TL;DR: In this paper, the authors show that this mapping is the limit of solutions to a class of Monge-Kantorovich mass transportation problems with quadratic costs, with the weights of the coordinates asymptotically dominating one another.
Journal ArticleDOI

The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis.

TL;DR: In this paper, the authors apply different copulas to investigate the complex dependence structure between EU emission allowance (EUA) futures returns and those of other commodities, equity and energy indices.
Journal ArticleDOI

Pair-copulas modeling in finance

TL;DR: The paper shows the advantages of modeling through pair-copulas and makes clear that it is possible to implement this methodology on a daily basis and all the necessary steps are discussed at a level easily understood by all data analysts.
Journal ArticleDOI

Fisherian Inference in Likelihood and Prequential Frames of Reference

TL;DR: In this article, the authors explore Fisher's conception of statistical inference, with special attention to the importance he placed on choosing an appropriate frame of reference to define the inferential model, and investigate inferential models which respect the likelihood principle or the prequential principle.
Journal ArticleDOI

A single-loop deterministic method for reliability-based design optimization

TL;DR: This research proposes a new approximation approach, termed the single-loop deterministic method for RBDO (SLDM_RBDO), which converts the probabilistic constraints to approximate deterministic constraints so that the R BDO problems can be transformed to deterministic optimization problems in one step.