Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing |
scientific article |
Statements
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (English)
0 references
25 April 2022
0 references
Brenier-McCann's theorem
0 references
convergence of subdifferentials of convex functions
0 references
Glivenko-Cantelli type theorem
0 references
Legendre-Fenchel dual
0 references
local uniform rate of convergence
0 references
semidiscrete optimal transport
0 references
testing mutual independence
0 references
two-sample goodness-of-fit testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
