A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2022; you can also visit the original URL.
The file type is application/pdf
.
Multivariate goodness-of-fit tests based on Wasserstein distance
2021
Electronic Journal of Statistics
Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary reduction of the data via invariance. This property allows for calculation of exact critical values and p-values at finite sample sizes. Applications include testing for location-scale families and testing for families arising from affine transformations, such
doi:10.1214/21-ejs1816
fatcat:gu4q6kvk2vable6ohl6uurgsgm