A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
type: Item
instance of: scholarly article
title: A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
zbMATH Open document ID: 1450.62047
author: Eustasio Del Barrio
author: Alberto González Sanz
author: Marc Hallin
published in: Journal of Multivariate Analysis
publication date: 2020-09-29T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H11
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62R10
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 35J96
zbMATH DE Number: 7252799
zbMATH Keywords: Monge-Ampère equation
zbMATH Keywords: multivariate ranks
zbMATH Keywords: optimal transportation
zbMATH Keywords: quantile contours
describes a project that uses: MNM
MaRDI profile type: MaRDI publication profile
full work available at URL: j.jmva.2020.104671
OpenAlex ID: W3081694290
cites work: A localization property of viscosity solutions to the Monge-Ampère equation and their strict convexity
cites work: Some regularity properties of solutions of Monge Ampère equation
cites work: The Regularity of Mappings with a Convex Potential
cites work: Monge-Kantorovich depth, quantiles, ranks and signs
cites work: On Poincaré cone property
cites work: Regularity of monotone transport maps between unbounded domains
cites work: Center-outward quantiles and the measurement of multivariate risk
cites work: Central limit theorems for empirical transportation cost in general dimension
cites work: COMONOTONIC MEASURES OF MULTIVARIATE RISKS
cites work: Q3134551
cites work: Morfizmy markowskie: zespolone podejście do wielowymiarowych kwantyli oparte o funkcje łącznikowe i zagadnienie transportowe
cites work: Regularity Properties of Optimal Maps Between Nonconvex Domains in the Plane
cites work: The Monge-Ampère equation and its applications
cites work: On the continuity of center-outward distribution and quantile functions
cites work: On the multivariate probability integral transformation
cites work: Q5357880
cites work: Q4943603
cites work: ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
cites work: Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
cites work: Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
cites work: Rank-based optimal tests of the adequacy of an elliptic VARMA model
cites work: Optimal rank-based testing for principal components
cites work: The efficiency of some nonparametric rank-based competitors to correlogram methods
cites work: Semi-parametric efficiency, distribution-freeness and invariance
cites work: Q4819371
cites work: Convergence of depth contours for multivariate datasets
cites work: Existence and uniqueness of monotone measure-preserving maps
cites work: A convexity principle for interacting gases
cites work: Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
cites work: Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
cites work: Q5647750
cites work: Convex Analysis
cites work: The depth function of a population distribution.
cites work: Quantile functions for multivariate analysis: approaches and applications
cites work: Q4805362
cites work: On the limiting distributions of multivariate depth-based rank sum statistics and related tests
DOI: 10.1016/J.JMVA.2020.104671
description: scientific article; zbMATH DE number 7252799