Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264): Difference between revisions
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Latest revision as of 10:31, 30 July 2024
scientific article
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English | Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing |
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Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (English)
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25 April 2022
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Brenier-McCann's theorem
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convergence of subdifferentials of convex functions
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Glivenko-Cantelli type theorem
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Legendre-Fenchel dual
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local uniform rate of convergence
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semidiscrete optimal transport
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testing mutual independence
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two-sample goodness-of-fit testing
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