Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat. Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series. In IEEE Statistical Signal Processing Workshop, SSP 2016, Palma de Mallorca, Spain, June 26-29, 2016. pages 1-5, IEEE, 2016. [doi]
Abstract is missing.