Autoregressive optimal transport models

DOI10.1093/JRSSSB/QKAD051MaRDI QIDQ6606069zbMATH OpenFDO

Authors Changbo Zhu, Hans-Georg Müller

Publication date 16 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

zbMATH Keywords

distributional regressionoptimal transportWasserstein spaceiterated random functiondistributional time seriesdistributional data analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(3)

• Metric statistics: exploration and inference for random objects with distance profiles
• Wasserstein principal component analysis for circular measures
• Distribution-on-distribution regression with Wasserstein metric: multivariate Gaussian case

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