Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution (Q2184570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution |
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Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution (English)
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29 May 2020
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Gaussian empirical cumulative distribution function (c.d.f.)
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quadratic Wasserstein distance
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central limit theorem
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empirical processes
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strong approximation
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