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