A note on the regularity of optimal-transport-based center-outward distribution and quantile functions

DOI10.1016/J.JMVA.2020.104671MaRDI QIDQ2201563zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimal transportationmultivariate ranksquantile contoursMonge-Ampère equation

Mathematics Subject Classification ID

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

(16)

• Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology
• 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
• Functional, randomized and smoothed multivariate quantile regions
• On the continuity of center-outward distribution and quantile functions
• Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Center-Outward R-Estimation for Semiparametric VARMA Models
• Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
• On the finite-sample performance of measure-transportation-based multivariate rank tests
• Rank-based testing for semiparametric VAR models: a measure transportation approach
• Central limit theorems for semi-discrete Wasserstein distances
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
• On universally consistent and fully distribution-free rank tests of vector independence

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