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Pré-Publication, Document De Travail Année : 2017

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

Résumé

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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Dates et versions

hal-01526879 , version 1 (23-05-2017)

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  • HAL Id : hal-01526879 , version 1

Citer

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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