From Mahalanobis to Bregman via Monge and Kantorovich
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DOI: 10.1007/s13571-018-0163-4
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- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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