Article ID Journal Published Year Pages File Type
1152780 Statistics & Probability Letters 2014 4 Pages PDF
Abstract

We study the optimal transport between two probability measures on RnRn sharing the same copula CC. We investigate the optimality of the image of the probability measure dCdC by the vectors of pseudo-inverses of marginal distributions.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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A remark on the optimal transport between two probability measures sharing the same copula
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