A remark on the optimal transport between two probability measures sharing the same copula (Q2444387)
From MaRDI portal
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)
0 references
9 April 2014
0 references
optimal transport
0 references
copula
0 references
Wasserstein distance
0 references
inversion of the cumulative distribution function
0 references