A remark on the optimal transport between two probability measures sharing the same copula (Q2444387): Difference between revisions

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Revision as of 02:17, 20 March 2024

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A remark on the optimal transport between two probability measures sharing the same copula
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    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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