A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
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Publication:2201563
DOI10.1016/J.JMVA.2020.104671zbMATH Open1450.62047OpenAlexW3081694290MaRDI QIDQ2201563FDOQ2201563
Authors: Eustasio Del Barrio, Alberto González Sanz, Marc Hallin 
Publication date: 29 September 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104671
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Convergence of probability measures (60B10) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional data analysis (62R10) Monge-Ampère equations (35J96)
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Cited In (15)
- Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology
- Rank-based testing for semiparametric VAR models: a measure transportation approach
- Center-Outward R-Estimation for Semiparametric VARMA Models
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- On the finite-sample performance of measure-transportation-based multivariate rank tests
- Central limit theorems for semi-discrete Wasserstein distances
- Regularity of center-outward distribution functions in non-convex domains
- Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
- Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
- Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications
- Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- Functional, randomized and smoothed multivariate quantile regions
- On universally consistent and fully distribution-free rank tests of vector independence
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
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