A parametric registration model for warped distributions with Wasserstein’s distance

Marina Agulló-Antolín, J.A. Cuesta-Albertos, Hélène Lescornel and Jean-Michel Loubes

Journal of Multivariate Analysis, 2015, vol. 135, issue C, 117-130

Abstract: We consider a parametric deformation model for distributions. More precisely, we assume we observe J samples of random variables which are warped from an unknown distribution template. We tackle in this paper the problem of estimating the individual deformation parameters. For this, we construct a registering criterion based on the Wasserstein distance to quantify the alignment of the distributions. We prove consistency of the empirical estimators.

Keywords: Wasserstein distance; Deformation; Semi-parametric model (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:135:y:2015:i:c:p:117-130

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DOI: 10.1016/j.jmva.2014.12.005

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