On Hadamard differentiability in k-sample semiparametric models -- with applications to the assessment of structural relationships

DOI10.1016/J.JMVA.2004.03.006MaRDI QIDQ557994zbMATH OpenOpenAlexFDO

Authors Gudrun Freitag, Axel Munk

Publication date 30 June 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.03.006

zbMATH Keywords

Hadamard differentiability\(k\)-sample problemGoodness-of-fitMultivariate empirical processNonlinear approximationProportional hazard ratesQuadratic differentiabilitySemiparametric modelWeak convergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

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Cited in

(13)

• Sharp convergence rates for empirical optimal transport with smooth costs
• Model assessment tools for a model false world
• Fréchet means and Procrustes analysis in Wasserstein space
• Limit laws of the empirical Wasserstein distance: Gaussian distributions
• Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures
• Inference for empirical Wasserstein distances on finite spaces
• Second order Hadamard differentiability in statistical applications.
• Cramér-von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
• Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions
• Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
• Minimax confidence intervals for the sliced Wasserstein distance
• Plugin estimation of smooth optimal transport maps
• Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applications

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• bootstrap

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