Multivariate goodness-of-fit tests based on Wasserstein distance
From MaRDI portal
Publication:2044339
DOI10.1214/21-EJS1816zbMath1471.62379arXiv2003.06684MaRDI QIDQ2044339
Marc Hallin, Gilles Mordant, Johan Segers
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.06684
copulagoodness-of-fitmultivariate normalityWasserstein distanceoptimal transportskew-\(t\) distributionelliptical distributionsemi-discrete problemgroup families
Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (11)
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing ⋮ Some multivariate goodness of fit tests based on data depth ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ A Cramér-Wold theorem for elliptical distributions ⋮ Nonparametric goodness-of-fit testing for a continuous multivariate parametric model ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Stein's density method for multivariate continuous distributions ⋮ Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ Kantorovich-Rubinstein distance and barycenter for finitely supported measures: foundations and algorithms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Vector quantile regression: an optimal transport approach
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- On the rate of convergence in Wasserstein distance of the empirical measure
- Minimizing finite sums with the stochastic average gradient
- Monge-Kantorovich depth, quantiles, ranks and signs
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Some asymptotic theory for the bootstrap
- On the theory of elliptically contoured distributions
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Diagnosing bootstrap success
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
- Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Weak convergence and empirical processes. With applications to statistics
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case
- On some global measures of the deviations of density function estimates
- Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- Convergence of a Newton algorithm for semi-discrete optimal transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Central limit theorems for empirical transportation cost in general dimension
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- The Skew-Normal and Related Families
- Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
- A Numerical Algorithm forL2Semi-Discrete Optimal Transport in 3D
- A class of invariant consistent tests for multivariate normality
- Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
- Asymptotic Statistics
- Inference for Empirical Wasserstein Distances on Finite Spaces
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Statistics of Extremes
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Multivariate goodness-of-fit tests based on kernel density estimators
- An empirical goodness-of-fit test for multivariate distributions
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Optimal Transport
- Unitary transformations, empirical processes and distribution free testing
This page was built for publication: Multivariate goodness-of-fit tests based on Wasserstein distance
