Comparing multivariate distributions : a novel approach using optimal transport-based plots
Sibsankar Singha, Marie Kratz and Sreekar Vadlamani
| Year of publication: |
May 13, 2024
|
|---|---|
| Authors: | Singha, Sibsankar ; Kratz, Marie ; Vadlamani, Sreekar |
| Publisher: |
Cergy-Pontoise : ESSEC Business School |
| Subject: | Q-Q plots | multivariate quantile | optimal transport | entropy regularisation | hypothesis testing | geometric quantile | tail behavior | Statistische Verteilung | Statistical distribution | Entropie | Entropy | Multivariate Analyse | Multivariate analysis | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Extent: | 1 Online-Ressource (circa 49 Seiten) Illustrationen |
|---|---|
| Series: | Documents de recherche / ESSEC Centre de Recherche. - Cergy-Pontoise : ESSEC, ZDB-ID 2501241-1. - Vol. 24, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014545370