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Central limit theorem for Wasserstein projection - the case of convex order

Ruan, Yuanlong
arXiv (OAI Expanded) · Papers
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optimization-and-controlprobabilitystatistics-theory
The main focuses of the article are limit theorems of Wasserstein projection in the convex order which are useful for inference tasks. The main results rely on the establishment of dual attainment, stability and several useful observations. The first is a clean criterion to invoke the Wasserstein pr
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