Search Results for author: Yanqin Fan

Found 2 papers, 0 papers with code

Lorenz map, inequality ordering and curves based on multidimensional rearrangements

no code implementations17 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.

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Vector copulas

no code implementations14 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.

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