# Convergence of an estimator of the Wasserstein distance between two continuous probability distributions

Abstract : This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions $F$ and $G$ on $\mathbb R$. The estimator is based on the order statistics of (possibly dependent) samples of $F$ resp. $G$. We prove the consistency and the asymptotic normality of our estimators.
Keywords :
Type de document :
Pré-publication, Document de travail
2017
Domaine :

https://hal.archives-ouvertes.fr/hal-01526879
Contributeur : Thierry Klein <>
Soumis le : mardi 23 mai 2017 - 16:02:40
Dernière modification le : dimanche 28 mai 2017 - 11:42:01

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### Identifiants

• HAL Id : hal-01526879, version 1

### Citation

Thierry Klein, Jean-Claude Fort, Philippe Berthet. Convergence of an estimator of the Wasserstein distance between two continuous probability distributions. 2017. <hal-01526879>

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