Measuring dependence between random vectors via optimal transport
Gilles Mordant, Johan Segers
Topics & Concepts
MathematicsEstimatorCovarianceCovariance matrixMultivariate normal distributionCopula (linguistics)Applied mathematicsGaussianCovariance functionRank (graph theory)Multivariate random variableStatistical physicsStatisticsMultivariate statisticsRandom variableCombinatoricsEconometricsQuantum mechanicsPhysicsPoint processes and geometric inequalitiesStatistical Methods and InferenceAdvanced Statistical Methods and Models