no code implementations • 17 Mar 2022 • Yanqin Fan, Marc Henry, Brendan Pass, Jorge A. Rivero
We define a family of multi-attribute Gini index and complete ordering based on the Lorenz map.
no code implementations • 14 Sep 2020 • Yanqin Fan, Marc Henry
This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem.