Multivariate goodness-of-fit tests based on Wasserstein distance
Year of publication: |
[2020]
|
---|---|
Authors: | Hallin, Marc ; Mordant, Gilles ; Segers, Johan |
Publisher: |
Brussels, Belgium : ECARES |
Subject: | Copula | Elliptical distribution | Goodness-of-fit | Multivariate normality | Optimal transport | Semi-discrete problem | Skew-t distribution | Wasserstein distance | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test |
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