A remark on the optimal transport between two probability measures sharing the same copula (Q2444387)
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scientific article; zbMATH DE number 6281948
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A remark on the optimal transport between two probability measures sharing the same copula |
scientific article; zbMATH DE number 6281948 |
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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0.7885475754737854
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0.7742477655410767
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0.7533786296844482
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0.7518055438995361
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