Center-outward quantiles and the measurement of multivariate risk (Q2212163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Center-outward quantiles and the measurement of multivariate risk |
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Center-outward quantiles and the measurement of multivariate risk (English)
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19 November 2020
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optimal transport
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risk measurement
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center-outward distribution function
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maximum tail correlation
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risk components
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