Empirical optimal transport under estimated costs: distributional limits and statistical applications
DOI10.1016/j.spa.2024.104462MaRDI QIDQ6635672
Christoph Weitkamp, Shayan Hundrieser, Gilles Mordant, Axel Munk
Publication date: 12 November 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
bootstrapstability analysiscentral limit theoremempirical processcurse of dimensionalityoptimal transport
Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40) Sensitivity, stability, parametric optimization (90C31) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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