Feng, Pengbin; Peng, Xuhui - In: Statistics & Probability Letters 84 (2014) C, pp. 204-211
Shen and Zheng (2010) and Xu and Yan (2013) considered the Monge–Kantorovich problem in the plane and proved that the optimal coupling for the problem has a form (X1,g(X1,Y2), h(X1,Y2),Y2), and then they assumed (X1,Y2) has a density p and gave the equation which p should satisfy. In this...