Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions

DOI10.1016/j.jmva.2018.09.014zbMath1476.62089arXiv1611.04323OpenAlexW2963614278MaRDI QIDQ1755132

Hélène Lescornel, Jean-Michel Loubes, Paula Gordaliza, Eustasio del Barrio

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.04323

zbMATH Keywords

central limit theoremWasserstein distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40) Statistics on metric spaces (62R20)

Related Items

Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing, Estimation of Wasserstein distances in the spiked transport model, Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance, Statistical inference for Bures-Wasserstein barycenters, Minimax estimation of smooth optimal transport maps

Uses Software

• fda (R)

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