A remark on the optimal transport between two probability measures sharing the same copula (Q2444387): Difference between revisions
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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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Revision as of 13:59, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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