IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-94-017-0061-0_7.html

Shape of a Distribution Through the L2-Wasserstein Distance

In: Distributions With Given Marginals and Statistical Modelling

Author

Listed:
  • Juan A. Cuesta-Albertos

    (Universidad de Cantabria, Departamento de Matemáticas)

  • Carlos Matrán Bea

    (Universidad de Valladolid, Departamento de Estadística e I.O.)

  • Jesús M. Rodríguez Rodríguez

    (Universidad de Valladolid, Departamento de Estadística e I.O.)

Abstract

Abstract Let Q be a probability measure on ℝ d and let ℑ be a family of probability measures on ℝ d which will be considered as a pattern. For suitable patterns we consider the closest law to Q in ℑ, through the L2-Wasserstein distance, as a descriptive measure associated to Q. The distance between Q and ℑ is a natural measure of the fit of Q to the pattern. We analyze this approach via the consideration of different patterns. Some of them generalize usual location and dispersion measures. Special attention will be paid to patterns based on uniform distributions on suitable families of sets, like the intervals in the unidimensional case (which allows us to analyze the flatness of the one-dimensional distributions) or the ellipsoids for the multivariate distributions.

Suggested Citation

  • Juan A. Cuesta-Albertos & Carlos Matrán Bea & Jesús M. Rodríguez Rodríguez, 2002. "Shape of a Distribution Through the L2-Wasserstein Distance," Springer Books, in: Carles M. Cuadras & Josep Fortiana & José A. Rodriguez-Lallena (ed.), Distributions With Given Marginals and Statistical Modelling, pages 51-61, Springer.
    • Handle: RePEc:spr:sprchp:978-94-017-0061-0_7
    DOI: 10.1007/978-94-017-0061-0_7
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-94-017-0061-0_7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.