Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions

Eustasio del Barrio, Paula Gordaliza, Hélène Lescornel, Jean-Michel Loubes. Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions. J. Multivariate Analysis, 169:341-362, 2019. [doi]

Abstract

Abstract is missing.