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econ.EM2022★ 1 cited
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…
econ.EM2020
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…