Monge-Kantorovich depth, quantiles, ranks and signs
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- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP57/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po publications info:hdl:2441/3qnaslliat8, Sciences Po.
- Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks and Signs," Working Papers ECARES ECARES 2015-02, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES 2018-12, ULB -- Universite Libre de Bruxelles.
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More about this item
KeywordsStatistical depth; vector quantiles; vector ranks; multivariate signs; empirical transport maps; uniform convergence of empirical transport;
NEP fieldsThis paper has been announced in the following NEP Reports:
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