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