Limitations of the Wasserstein MDE for univariate data

DOI10.1007/s11222-022-10146-7zbMath1499.62041OpenAlexW4306377554MaRDI QIDQ2103964

Yannis G. Yatracos

Publication date: 9 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10146-7

zbMATH Keywords

samplerrobustnessKolmogorov distancebiasWasserstein distancerelative efficiencydata scienceblack-box modelcoarsened posteriorintractable modelminimum distance estimate (MDE)model with heavy tailsrate of convergence of estimate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
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• The Minimum Distance Method
• The Levy-Lindeberg Central Limit Theorem in Orlicz Spaces L φ
• Inference for Empirical Wasserstein Distances on Finite Spaces
• On parameter estimation with the Wasserstein distance
• Univariate Stable Distributions
• Approximate Bayesian Computation with the Wasserstein Distance
• Asymptotic Properties and Robustness of Minimum Dissimilarity Estimators of Location-scale Parameters
• The Speed of Mean Glivenko-Cantelli Convergence
• Optimal Transport

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