On the rate of convergence of empirical measure in $\infty $-Wasserstein distance for unbounded density function

DOI10.1090/qam/1541zbMath1447.60008arXiv1807.08365OpenAlexW2884379315MaRDI QIDQ5233999

Jian-Guo Liu, Anning Liu, Yulong Lu

Publication date: 9 September 2019

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08365

zbMATH Keywords

absolutely continuous probability measure\(\infty \)-Wasserstein distance

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10)

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