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On a strong metric on the space of copulas and its induced dependence measure

✍ Scribed by Wolfgang Trutschnig

Book ID: 113721342
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 352 KB
Volume: 384
Category: Article
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2011.06.013

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## Abstract For a separable metric space (__X, d__) __L__^p^ Wasserstein metrics between probability measures μ and __v__ on __X__ are defined by where the infimum is taken over all probability measures η on __X__ × __X__ with marginal distributions μ and __v__, respectively. After mentioning som