Vector Quantile Regression: An Optimal Transport Approach
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- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015. "Vector quantile regression: an optimal transport approach," CeMMAP working papers CWP58/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
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More about this item
KeywordsVector quantile regression; Vector conditional quantile function; Monge-Kantorovich-Brenier;
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