Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
From MaRDI portal
Publication:1767485
DOI10.3150/bj/1110228245zbMath1063.62072OpenAlexW2084887650MaRDI QIDQ1767485
Frederic Utzet, Evarist Giné M., Eustasio del Barrio
Publication date: 11 March 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1110228245
distributional limit theoremstests of fit to location scale familiesweighted \(L_2\) norms of quantile processes
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
Related Items
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing, Mallows Distance Convergence for Extremes: Regeneration Approach, Minimax confidence intervals for the sliced Wasserstein distance, A fluctuation result for the displacement in the optimal matching problem, Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation, Rates of convergence for robust geometric inference, Limit laws of the empirical Wasserstein distance: Gaussian distributions, Upper and lower risk bounds for estimating the Wasserstein barycenter of random measures on the real line, A central limit theorem for Wasserstein type distances between two distinct univariate distributions, Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution, Optimal Matching of Random Samples and Rates of Convergence of Empirical Measures, Density estimation of multivariate samples using Wasserstein distance, An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs, Signature asymptotics, empirical processes, and optimal transport, Similarity of samples and trimming, Distribution of Distances based Object Matching: Asymptotic Inference, Uniform confidence band for optimal transport map on one-dimensional data, Inference for Empirical Wasserstein Distances on Finite Spaces, Rates of convergence for partial mass problems, Assessing when a sample is mostly normal, Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions, Anomalous scaling of the optimal cost in the one-dimensional random assignment problem, Recovering Brownian and jump parts from high-frequency observations of a Lévy process, Bi-\( s^\ast \)-concave distributions, Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance, Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions, Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one, An empirical power comparison of univariate goodness-of-fit tests for normality, Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications, Empirical optimal transport on countable metric spaces: distributional limits and statistical applications, Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures, Multivariate goodness-of-fit tests based on Wasserstein distance, Weighted similarity tests for location-scale families of stable distributions, Monitoring for a change point in a sequence of distributions, Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures, One-dimensional empirical measures, order statistics, and Kantorovich transport distances
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weighted correlation tests for location-scale families
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)
- Extremes and related properties of random sequences and processes
- Cramér-von Mises statistics based on the sample quantile function and estimated parameters
- Weighted empirical and quantile processes
- Principle of conditioning in limit theorems for sums of random variables
- On the asymptotic distribution of quadratic forms in uniform order statistics
- On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes
- Some asymptotic theory for the bootstrap
- Strong approximations of the quantile process
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
- Weighted correlation tests for scale families.
- Asymptotic distributions for quadratic forms with applications to tests of fit
- Classification of Probability Laws by Tail Behavior
- On the asymptotic efficiency of certain correlation tests of fit
- Nonparametric Statistical Data Modeling