Limitations of the Wasserstein MDE for univariate data
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Publication:2103964
DOI10.1007/s11222-022-10146-7zbMath1499.62041OpenAlexW4306377554MaRDI QIDQ2103964
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
samplerrobustnessKolmogorov distancebiasWasserstein distancerelative efficiencydata scienceblack-box modelcoarsened posteriorintractable modelminimum distance estimate (MDE)model with heavy tailsrate of convergence of estimate
Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
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