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
scientific article
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English | A remark on the optimal transport between two probability measures sharing the same copula |
scientific article |
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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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