A Central Limit Theorem for Wasserstein type distances between two different laws

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. \\
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Submitted on : Wednesday, November 29, 2017 - 10:09:36 AM
Last modification on : Monday, April 29, 2019 - 3:28:11 PM

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  • HAL Id : hal-01624786, version 2

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Philippe Berthet, Jean-Claude Fort, Thierry Klein. A Central Limit Theorem for Wasserstein type distances between two different laws. 2017. ⟨hal-01624786v2⟩

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