scientific article; zbMATH DE number 2034519

MaRDI QIDQ4445182zbMATH OpenFDO

Authors Erich Haeusler, David M. Mason

Publication date 28 January 2004

zbMATH Keywords

trimmingasymptotic distributionWasserstein distanceempirical distribution functions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Limit laws of the empirical Wasserstein distance: Gaussian distributions
• Inference for empirical Wasserstein distances on finite spaces
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• Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances

Cited in

(5)

• Trimmed Comparison of Distributions
• A weighted approximation approach to the study of the empirical Wasserstein distance
• On a class of norms generated by nonnegative integrable distributions
• Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions
• Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances

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