Rüschendorf, Ludger; Uckelmann, Ludger - In: Journal of Multivariate Analysis 81 (2002) 2, pp. 242-258
In this paper we obtain based on an idea of M. Knott and C. S. Smith (1994, Linear Algebra Appl.199, 363-371) characterizations of solutions of three-coupling problems by reduction to the construction of optimal couplings of each of the variables to the sum. In the case of normal distributions...