A Central Limit Theorem for Wasserstein type distances between two different laws
Statistics Theory
2017-10-31 v2 Statistics Theory
Abstract
This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions and on . The estimator is based on the order statistics of (possibly dependent) samples of resp. . We prove the consistency and the asymptotic normality of our estimators. \begin{it}Keywords:\end{it} Central Limit Theorems- Generelized Wasserstein distances- Empirical processes- Strong approximation- Dependent samples.
Cite
@article{arxiv.1710.09763,
title = {A Central Limit Theorem for Wasserstein type distances between two different laws},
author = {Philippe Berthet and Jean-Claude Fort and Thierry Klein},
journal= {arXiv preprint arXiv:1710.09763},
year = {2017}
}