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Título
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
Año del Documento
2020
Editorial
Elsevier
Descripción
Producción Científica
Documento Fuente
Journal of Multivariate Analysis, Volume 180, 2020, 104671
Abstract
We provide sufficient conditions under wich the center-outward distribution and quantile func-
tions introduced in Chernozhukov et al. (2017) and Hallin (2017) are homeomorphisms, thereby
extending a recent result by Figalli [12]. Our approach relies on Cafarelli’s classical regularity
theory for the solutions of the Monge-Amp`ere equation, but has to deal with difficulties related
with the unboundedness at the origin of the density of the spherical uniform reference measure.
Our conditions are satisfied by probabillities on Euclidean space with a general (bounded or un-
bounded) convex support which are not covered in [12]. We provide some additional results about
center-outward distribution and quantile functions, including the fact that quantile sets exhibit
some weak form of convexity.
Materias (normalizadas)
Estadística
Análisis Matemático
ISSN
0047-259X
Revisión por pares
SI
Patrocinador
FEDER, Spanish Ministerio de Economía y Competitividad, Grant MTM2017-86061-C2-1-P and Junta de Castilla y León, Grants VA005P17 and VA002G18.
Version del Editor
Propietario de los Derechos
Elsevier
Idioma
spa
Tipo de versión
info:eu-repo/semantics/submittedVersion
Derechos
restrictedAccess
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