Parseval’s identity and optimal transport maps
نویسندگان
چکیده
Abstract Recent findings for optimal transport maps between distribution functions sharing the same copula show that componentwise solution is map marginal distributions. This an important discovery since in multivariate setting are difficult to find and only known a few special cases. In this paper, we extend result on common copulas by showing orthonormal transformations of variables also have map. We illustrate establishing members class scale mixture normal
منابع مشابه
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2020.108989