Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions (Q1755132)

Investigation of large data sets is a difficult problem when the inner geometry of the information conveyed by the observations is far from being Euclidean. The paper is organized as follows: at first the authors give the main results about Wasserstein variation. Then it is proved some Lipschitz bounds for the law of empirical Wasserstein variations using a bootstrap method. Central limit theorems for empirical minimal Wasserstein variation are further explored for univariate distributing. Finally, some proofs are gathered in the Appendix.