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07/03/2023
Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
This paper studies distributional model risk in marginal problems, where...
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03/17/2022
Lorenz map, inequality ordering and curves based on multidimensional rearrangements
We propose a multivariate extension of the Lorenz curve based on multiva...
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09/14/2020
Vector copulas and vector Sklar theorem
This paper introduces vector copulas and establishes a vector version of...
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08/14/2019
