Wasserstein distance in terms of the comonotonicity Copula

Mariem Abdellatif, Peter Kuching, Barbara Rüdiger +1

The aim of this article is to write the $p$-Wasserstein metric $W_p$ with the $p$-norm, $p\in [1,\infty )$, on ${\mathbb{R}}^d$ in terms of copula. In particular for the case of one-dimension…