3 citations · 5 across the 4 of their papers we have counts for
4 papers
Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport
Yanqin Fan, Hyeonseok Park, Gaoqian Xu
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a…
Lorenz map, inequality ordering and curves based on multidimensional rearrangements
Yanqin Fan, Marc Henry, Brendan Pass +1
We propose a multivariate extension of the Lorenz curve based on multivariate rearrangements of optimal transport theory. We define a vector Lorenz map as the integral of the vecto…
Vector copulas
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…
On rank estimators in increasing dimensions
Yanqin Fan, Fang Han, Wei Li +1
The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estim…