research
∙
07/03/2023
Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
This paper studies distributional model risk in marginal problems, where...
share
research
∙
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...
research
∙
09/14/2020
Vector copulas and vector Sklar theorem
This paper introduces vector copulas and establishes a vector version of...
research
∙
08/14/2019