Entropic approach to E. Rio’s central limit theorem for W2 transport distance
Year of publication: |
2013
|
---|---|
Authors: | Bobkov, Sergey G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1644-1648
|
Publisher: |
Elsevier |
Subject: | Central limit theorem | Berry–Esseen-type bounds | Transport metrics |
-
Robust confidence regions for incomplete models
Epstein, Larry G., (2016)
-
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler, (2004)
-
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
Vetter, Mathias, (2006)
- More ...
-
Convex bodies and norms associated to convex measures
Bobkov, Sergey G., (2010)
- More ...