A remark on the optimal transport between two probability measures sharing the same copula (Q2444387): Difference between revisions
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Property / DOI: 10.1016/j.spl.2013.09.035 / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2952293913 / rank | |||
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Property / arXiv ID: 1307.4249 / rank | |||
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Property / cites work: An introduction to copulas. / rank | |||
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Property / cites work: Multivariate comonotonicity / rank | |||
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Property / cites work: Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications / rank | |||
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Property / DOI: 10.1016/J.SPL.2013.09.035 / rank | |||
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Latest revision as of 16:43, 18 December 2024
scientific article
Language | Label | Description | Also known as |
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English | A remark on the optimal transport between two probability measures sharing the same copula |
scientific article |
Statements
A remark on the optimal transport between two probability measures sharing the same copula (English)
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9 April 2014
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optimal transport
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copula
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Wasserstein distance
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inversion of the cumulative distribution function
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